Roger -
The biggest difference we're talking here is whether or not you want to use a client to filter the mail after being downloaded to your box or do it on the server level.
Either way works (as Paddy, Jim, Petra and Gregg attest), so, like I said, if you would like to setup a secondary account for you and your wife, or whoever else, just let me know. Glad to offer the help.
Take care.
Chris