The challenge with bulk email sending is that there's so many different factors that could throw you off and get you blocked as spam. Headers tell you what's going on, but in the grand scheme of things they're not one of the biggest challenges.
My company sends 50000+ emails per week, sometimes that many per day. Here's what we've learned:
1) If your server hasn't established "reputation" with email hosts, you're more likely to get flagged. There's no great way to establish it, though sites like Socket Labs simply throttle down new clients in the beginning and after 60-90 days release that throttle to allow more email to go through. As many emails as Socket Labs processes, it tells me it's a valid practice.
1a) Monitor the RBL list to ensure you're not on it. If you do get flagged (happens to just about everyone at some time or another) aggressively work to get yourself off ASAP. Contact the RBL in question and work with them to quickly right the situation.
2) The "big guys" including Gmail, Yahoo, AOL, and MSN are sensitive to being rapidly hit by the same host in succession. My company has chosen to overcome this by keeping track of who our email processes are sending to via a "log" If the next email has the same domain as the previous sent, we wait a period of time. If not, we fire at will. It prevents our system from sending more than 1 email per X seconds to the same host, and has meant our emails are getting through at a very high rate.
3) AOL mail is borderline worthless. I saw a stat once that someone had proven something like 20% of email sent to AOL just "disappears" I'm not sure if it's that high, but I know we have nothing but problems with getting AOL email through...it's the nature of the beast. The good news is that AOL is on its way out, so we shouldn't have to deal with it on this level too much longer.
4) The obvious step is to ensure that you're doing the best you can to stay CAN-Spam compliant. Include a real-time opt-out, company information in the footer, and don't try to deceive with your message.
5) Finally, don't send email to people who haven't requested it. It seems like a silly easy step, but it's abused SO much. You won't be flagged as spam if you send to people who want your email...it's that easy. If you get a bounce, process it out of your list immediately so that you're not trying to resend to a bad account.
Good luck.