I think a picture will speak more here. This is the Inbox of my GMail and YahooMail accounts. Just see for yourself :

Here showing the Inbox of my GMail account is simply a waste of space – no spam ever got there.
GMail was fooled only once when a spam mail came from another Gmail account. Well that was like once in a lifetime. And here comes the picture of Spam Folders of both.
The screen shot was taken during the same session I took the screen shot of the Yahoo Inbox.Many people have said that Yahoo has got a tradition of blocking legit mails even if we find no traces in the mail that would normally raise the red flag. But I have never encountered this.