Quick Tip.

If you have a lot of spam comments that you have collected over time and have not deleted, and you now wish to delete them, WordPress have a quick solution. Go into comments, click on spam comments, (these are comments that you would have marked as spam) You will see a link, that says Empty Spam. Click on it and they are all deleted.
Please remember, as you mark comments as spam, you should delete them there and then.