Company I work for uses Symantec MessageLabs and it's very good. We get a great deal on it as we sell a lot of mailboxes.
We also have Symantec Mail Security for Exchange, but that is generally just used for Anti Virus at the Transport Level as we have MessageLabs for filtering mail before it leaves/enters our servers.
I think cloud based anti spam/journal solutions can work very well if you get the right one. Config is often simple and light touch, and you don't have to worry about the infrastructure as much.