Yes - It is better not comment or reply to spam. When this happens it requires extra steps to go back and delete the commented postings. If left they might confuse someone who is new to a thread not realizing the comments were towards spam that has since been removed.
The best way to report SPAM or a bad posting is to use the "Report Post" button. It is on each and every post and enables the site admin or moderators to easily locate and review the post.
While a PM or email also works this is the preferred method.
I do use the triangle to report SPAM with no further comment. However, when multiple threads are started, I go through and report each thread with the triangle; is this necessary or will you search the user and eliminate all the threads that have been started, where SPAM is posted?
I don't mind reporting it on each thread, although, I get annoyed that I can report it faster than the time-out feature allows. While I understand the purpose of the time-out feature, is reporting each thread overkill or necessary to help you keep the bb cleaned up?