We have experienced some problems getting emails through yahoo's SPAM filter. Drupal emails for registrations have been flagged as SPAM. I had a dig and discovered a post on drupal.org which suggests making a request to be "White Listed" on the Yahoo site.
I am beginng to think I am barking up the wrong tree after reading this in the drupal_mail function
and this article about how to send emails and appear legitimate to mail servers and how to set up mail dns correctly so not to appear as spam.
What you need to do is set up an SPF record in your DNS for example
Example for SPF for adomain.co.uk
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adomain.co.uk. IN TXT "v=spf1 ip4:66.66.66.66 a mx ~all"
where 66.66.66.66 is the ip address of your drupal server
For more information visit http://www.openspf.org/
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