Can I get Apple Mail’s junk filter to identify junk mail better?
The built in Spam filtering engine cannot be “taught” by the user to improve its filtering.  You can create rules that will help keep your inbox less cluttered, but to really get intelligent Spam filtering, you need a 3rd party product


SpamSieve Is a local client that works with Apple Mail and has decent reviews.  I’ve used similar products in the past with good results.  
Hosted Exchange with integrated Spam filtering is a cloud based solution (I personally go this route).  Managing an email server and configuring Spam heuristics is just too time consuming, so I let someone else handle it and I’ve been quite pleased with the results.