I do not want to disparage Symantec's products - but I will tell you that I have had better luck with AntiSpam tools that use open source engines as their filter. SpamAssassin is a very popular one, it can be installed by itself or is often included as a method in professional products. I've used ASSP (Anti Spam SMTP Proxy) to great effect. However lately I now use Astaro Security Gateways but those are not free.
As for Exchange, someone posted a very decent link on how to set up Exchange to filter messages. Its not as adaptive a system as SpamAssassin, but it might bridge the gap of what you're seeing Symantec let through. Let me see if I can locate the post that talks about how to configure Exchange and if you make those changes you might see a decrease of spam in your Inbox.