How to handle spam email appearing to be sent from my own account?

What is the best way to handle spam email that appears to be sent from one of my own email accounts? Do I still Train it as Spam or just delete it? If I train it as spam, does it use the return path or the received from IP address where it classifies it and future emails as spam?

Please see the How do I make SpamSieve catch spams sent from my own address? page. And, yes, you should still train them as spam.