There is little that you can do apart from getting a programme such as Mailwasher or similar. Deleting them is not an arduous task. the Internet is always touted as a free, open resource, which it is, however there is a down side. The spam is not going to cease as most of it is sent from countries that have rather lax laws and need foreign currency *cough* Eastern Russian States *cough*.
Adults should be able to deal with the spam and Pr0n sensibly (GENERALLY it is not illegal to send images) and the ordinary ads should be of no concern...hit delete. As for children, better education and a less Victorian attitude would help or even parental supervision. It is a worry for parents and the latter choice may be the only option as spam will never be stopped.