In this previous post detailing how to manipulate mail headers there was some lively discussion as to whether this was really ethical or not. Just today CF Guru Brian Rideout mentioned that he was having trouble getting ColdFusion mail past a declude filter (a common spam filtering technology supported by many mail servers) due to the mention of ColdFusion in the mail headers. Brian came back and indicated it was actually something else - and his tip bears repeating.
When you specify an email server, either in the CF administrator or in the cfmail tag, make sure you use a fully qualified domain name. It is not advisable to use an IP address here. Remember that many IP addresses you might use are actually "internal" to your network and not public IPs (like 10.1.5.15 or 192.168.1.10 or even 127.0.0.1). When you think about it, it makes sense that declude would hold an IP address against you. It would expect mail to come from a public server. In fact, there are many technologies that analyze the origin - spf, dkim, reverse lookup etc. So make sure and use a real FLQDN - even if you have to edit the hosts file on the server to get it to resolve :).