All this seems like a lot of work. The spam filter that runs in my MUA or MDA catchs 99% of spam. Why should I care?
One reason to participate is that you can protect your own domain from being used by virusses, spammers and the lot.
SPF is designed to be deterministic and not lose mail. If your message is rejected, you will know about it. Spam filters lose legitimate mail. Good filters don't lose much mail, but all spam filters lose legitimate mail. In the long run if we want e-mail to remain useable, we need to move to more deterministic solutions that won't lose mail.
You may not care as an end-user, but your ISP does. Your ISP has to pay for the bandwidth of delivering all those messages to you. Your ISP spends time and money getting them down the pipe to wherever you delete them. And your ISP passes these costs on to you. If your ISP can block forgeries without having to download them at all, ultimately, you benefit.