I am not sure about what level you have to reach to get the mail rejected at source relays, but I know that on my Rackspace email system we forward spam mail back to appspam@rackspace.com to add it to Cloudmark, a distributed anti-spam system. Something similar happens with gmail. Dropping mail client-side doesn't inform any of the major relays, and it doesn't spread the workload - you're on your own.