I've been having a hellofa time getting Hotmail to not mark messages sent from my app as junk/spam. This tool will verify that the various authentication techniques used by the big email providers will pass, increasing your chances of getting through the spam filters.
SPF is pretty simple to set up, you just need to add an entry into your DNS that specifies which IPs are authorized senders for your domain. Go to http://www.openspf.org/ and start the setup wizard.
Sender ID is almost the same as SPF, but Microsoft found a way to fk it up. There's info about Sender ID on the site above, and also on http://microsoft.com/senderid
Domainkeys is a little more complex to install, requiring modules or plugins to your mail server. A search should give you enough info to get started.