Filter or Scan?
I setup a couple CPanel boxes with AMaViS-ng and McAfee's UVScan and it's working very nicely. This scans all incomming and outgoing messages, and alerts sender, recipient and admin if there was a virus detected. The instructions were a little lacking, so I'll document it for you folks later today. Or just grab the program from http://sourceforge.net/projects/amavis/ and follow the Exim-Perl instructions.
The boxes aren't handling a lot of mail, so I can't say much about load and the processing overhead, but as a Perl module it shouldn't be too bad. Additionally I haven't tested it yet with mailman to ensure that outgoing mailing list messages get scanned just once instead of once per recipient.