Sorry if this is kind of late, but I have almost an identical situation (Imail 8.15, 200 domains, about 1000 users) and have some light to shed.  If nothing else, this will be there for the next user who has this question.

I have had SpamFilter installed for about 24 hours now, changed the MX for about 10 of my domains as a test, and am still tweaking, but here's what I have learned so far...

jinky wrote: 1) Is there step by step instructions on setting up SF for use with Imail?

None that I found, but I followed the "SMTP Servers Directly Connected To Internet" directions and it worked find for me.  Basically, all I did was assign an unused IP to SpamFilter, and set up a "mail2" alias in DNS to point to that IP.  Then, I reconfigured the MX for each domain to point to "mail2" instead of "mail" which points to the original IP. 

Example:
OLD SETTINGS:
"A" record for "mail": 111.111.111.1
MX record for domain: "mail"
NEW SETTINGS:
"A" record for "mail": 111.111.111.1
"A" record for "mail2": 111.111.111.2
MX record for domain: "mail2"

Incoming mail now goes through "mail2.domain.com" while POP users are still using "mail.domain.com", so they didn't have to change anything.

Obviously, you have to have a free IP address to use for "mail2"... I have 20 IPs on the box and am only using about 5 of them currently so this was not a problem for me.

jinky wrote: 2) Will it affect my clients that use webmail?

Should not affect them at all, since they are connecting directly to your Imail server and not SpamFilter.

jinky wrote: 3) Do I have to change the MX record, and the port number for all my domains that use Imail?

Yes to the MX, but no to the port if you use the method I described in item 1 above.  I am using port 25 for both mail2 and mail (though they are on different IP addresses).

jinky wrote: 4) None of my clients use SMTP other than the Webmail users of course. My clients that check their mail all send email through their ISP's SMTP. All they use is POP3. Does this make setup easier?

It shouldn't make any difference either way. (Sounds like you are experiencing the same ISP port 25 blocking issues that I have).  If you want to pay the outrageous sum that Imail wants to upgrade to 8.2, you can use port 587 as secondary... but it wasn't worth it for me.

jinky wrote: 5) I read this on the download page here on this website "(In the free version of SPAM Filter, the web interface will not deliver emails to the recipients.)"  What does this mean exactly? Do my users have to use this web interface? I don't know what this means, sorry :)

As I understand it (being a noob myself) this is only an issue if you are quarantining mail.  I am not, so there is no reason to use the web interface at all.  I found that all the settings can be tweaked in the .ini file, so that's how I have been playing with it.  Roberto can explain it better.

Side note... after 24 hours, I love this program.  Once I am satisfied that it can handle all of my domains without slowing the server to a crawl, I will be registering it!  It will be well worth the investment!