Do NOT bounce any spam back as the senders do not own the servers etc. You can block messages but the addresses tend to change daily and you will spend more time setting up rules than just deleting them. A decent spam filter such as Inboxer will save you loads of hassle.
Or use a freeware program like MailWasher, ePrompter or POP Peeper to delete unwanted/dodgy messages directly off the server without having to download them first. All will also allow you to preview/read messages before you decide to give them the chop.