I've had a few users try to contact me directly through personal messages about spammers or simply post in a thread about them. This doesn't work very well and means it takes longer for me to realize there is a problem. The way the moderating system is set up, if you use the report option, all the moderators get a bright red warning with links to the thread and user that needs moderation and a description of why.
If you message me individually, it looks like every other ordinary message. If you post about the spammers in a thread, I get no warning at all. So please, please, please, please use the report button in the lower right hand part of the post.
Also, don't assume somebody else has already reported the problem correctly and wait for it to go away! In that last batch of 50 magic spams, I had absolutely no regular reports, just one person contacting by private message and a few wall posts. I didn't see those until much too late.
Also, this advice goes for any sort of problem. Weird or suspicious posts? Use the reporting system. Want a mod to delete your accidental double post? Use the reporting system. It lets all the moderators know there is something that should be done all at once.