Sorry to hear about your spam problems. Spam hurts everyone !
I also am a Yahoo mail user. And Yes, I have noticed more spam making it into my Inbox lately. (The spam settings are under Mail..Options, but I think they are turned on by default anyway)
Everytime filters are created to combat spam, someone comes out with a "new" method of sneaking past the filters and it takes a while for the webmail providers to catch up. It's a vicious circle, and you will find it regardless of which email system you use.
There is no fool proof method to stop all spam, at times some webmail providers will appear to do a better job then others, and then it will switch around. The best approach it to be sure to mark the spam as spam with the "SPAM" button which will block the message from reaching you again in the future.
Another important (and annoying) thing to note, is that often the "from" address in these spam messages is a fake. So while you might think you are getting the spam from
xxx@yyy.net it really isn't coming from them. Someone is just spoofing their email address to spam you.
One Final Tip: Never post your email address on any public forms or websites, as there are hundreds (or thosands) of bots going around scooping up such email addresses and adding them to their "spam me" lists.
There are a couple of cool utilities out there that will allow you to turn your email address into an image, which makes it harder for the spam bot to catch.