If you want to get worried about Internet security read
this Krebs on Security article about DNS hijacking. Check and see if your domain hosts provides DNSSEC and turn it on! Might help.
In my experience, Gmail and Outlook.com are the absolute best at preventing Spam and other bad stuff from reaching your Inbox, and I have used a bunch of other services. I almost never see Spam in my Gmail and I have been using the same account since 2006.