I would set up an SPF record anyways, as in the future, hopefully more administrators will invoke programs that check for SPF. Another thing to look into, though I don't really know much about it, is Microsoft's Sender ID policy. I'm not sure how helpful that would be, but it's worth a look.
The reason I first looked into SPF was because I was recieving about 10 bounce messages a week because of spammers using my domain. Since I set up my SPF record, I haven't recieved a single one, so it might be more useful than you think. I know hotmail does SPF checking, though I don't think Yahoo does...
Other than that, I think it's mainly up to the recieving mailserver to try to detect what's spam and what isn't, and I don't think there's too much more you can do about it.
SPF: Project Overview