The following customizations are optional but recommended:
Choose Mail ‣ Preferences… and click on General. Change the New messages sound to None so that Apple Mail does not play a sound when spam messages arrive. SpamSieve will notify you only when you receive new non-spam messages.
For each IMAP account that you have, go to the Advanced tab of Mail’s Accounts preferences and make sure that Keep copies of messages for offline viewing is set to All messages and their attachments. This will prevent Mail from having to download the same content multiple times.
Additional customizations are described below: