I use SpamSweep for the Mac. It's close, but a bit kludgy.
It checks multiple accounts on a server and scans new mail for spamminess. Spam gets moved to a spam folder, and ham gets left alone. Suspicious messages pop up a warning.
Without the ability to use procmail here for new accounts, it's pretty limited as to what you can do with mail. SpamSweep doesn't need to be run on the server, but it's a fairly simple setup.
DreamHost does have SpamAssassin, which does some of this, except for the Please Verify step. It does have some spam checking, minimal configurability, and white/blacklists.