So, er, what do you do? Set up all your pop mail accounts to be filtered through GMail and then set your GMail account as the only incoming e-mail account through Outlook? Then use rules to sort from there?

That's exactly what I'd do in your place.
But let me mention a potential downside to that approach: you'll have to check GMail via web once in a while to check GMail's Spam folder and make sure there are no false positives there. Admittedly, it's very unusual, but it's happened to me a couple of times.

Two other spam-fighting techniques that I've found effective:

• Using my hosting provider's bayesian antispam service (I'm not sure which engine they use, but I think it's SpamAssassin) to flag messages suspected to be spam and then mix that "flag" with my e-mail program's own bayesian filters. It sounds more complicated than it actually is, and it's been very effective for me. Of course, this only applies if you have a hosting provider and manage your own domains and e-mail addresses. BTW, my e-mail program is Barca
• Never EVER fill an online form with a real/permanent e-mail address. I use SpamGourmet to automatically create temporary addresses that forward a certain number of messages to one of my real e-mail accounts before they "self-destruct" 

By using all of the above (incluiding Google's filtering on my GMail account) I'm currently achieving around 99% efficiency at spam filtering, and less that 15% of the messages I receive are actually spam.

Just my 2 cents ...