First, please do not bounce messages. Bouncing messages just makes you part of the backscatter spam problem, and the spammers can then use you to spam other folks.
Does your ISP provide some form of junk-mail filtering or related controls? It's more typical to see these controls and settings implemented at the mail server — which has far more context about the arriving mail than does the client — than with the OS X Mail.app client.
As an example of the context that's available with the mail services available in OS X Server — a different environment than OS X client you're familiar with — there are tools including spamassassin and greylisting that can reduce the volume of junk that's arriving, and server-wide spam filters. But you're probably not running OS X Server on any of your Mac systems here; probably just the client version of OS X.
If your current mail provider doesn't provide these spam filters, consider migrating to one that does. Having your own domain hosted can have advantages here. It costs money, but you can get better features, and you can have much more control over who hosts your mail, how it's hosted, and where.
A creative solution using "free" services is to route your mail through gmail or some another service, and use the mail filtering at each fo the services. This is involved to set up and involves having multiple mail providers, and tracking down any erroneously-filtered mail messages can be tricky. Messages can potentially vanish, if a filter triggers or a hand-off and forwarding fails, too.
Within OS X Mail.app, you're limited to training the junk mail filter, and setting up rules. The former does fairly well once trained, the latter is a little tedious but can help deal with specific message(s) that are getting through the filters.
AFAIK, Mail.app doesn't have a supported plug-in interface. There are some tools that do plug directly into Mail.ap, but they tend to break with various OS X updates, and need updates. Probably not the path you want to go.
The other obvious option is to change the email address. It's fairly common for folks to pass out their email addresses, and those addresses are then stolen or are sold, and spam results.
No, there's no good nor easy solution to spam, If there was, then the spammers would be busy figuring out new and creative ways to bypass it.