I use Thunderbird as my primary POP3 client and I like the speed and (better) simplicity of using a mail client like this as opposed to accessing my mail via the browser (or web based services.) But that's just me. I think there are better options for SPAM filtering on Thunderbird than with the free
web based mail providers, like Yahoo, Gmail, Hotmail, etc. Using the paid services, from what I understand, offers you more options. Plus, with Thunderbird, there are also add-ons
you can install that provide more features, functionality and services.
One potential downside, especially for Windows, is that in using POP3, you are bringing your mail, including any malware infected attachments, directly in to your computer. For someone using Linux, that's not really a big deal but for someone using Windows, that's an important consideration. IMAP
is a little different and if your mail provider offers settings for this protocol, that's an option as well.