We create an SPF record automatically for all domains that are created on our servers and we monitor VERY closely for spam to prevent any blacklisting of our IPs. None of our IPs are on any Realtime Black Lists or any other sort of spam lists so if your mail is being sent to the spam folder it can be one of only a few things:
1. If it is only Yahoo you are having problems with, ensure that you have DomainKeys enabled on in your account. To enable DomainKeys go into your cPanel and go to Email Management->Email Authentication. You will see a setting for DomainKeys - make sure that it is enabled.
2. It could be the content of your e-mail, even with all of the right settings such as DomainKeys, SPF, and not being listed on any spam lists, your messages could still end up in the spam or bulk mail folders anyways.
