Gave Weatherhead goes through how to setup server-side mail rules. I too use a lot of Mail.app rules, and that works for me since I have a Mac mini server in a data center, but server side rules are a lot better. Weatherhead has a nice view of how you get started here.
(I had been using OS X Server to filter the SPAM, but I don’t like the way it filters. It is simply ineffective for some types. I recently added [SpamSieve](http://c-command.com/spamsieve/) to the mix. I am still training it, but just a week into trying it and I am much happier with the performance.)