Hi, I have a dedicated server running cPanel/WHM. It has a large
number of domains, most of these just end up redirecting visitors, but
they do need actual virtual hosts for each one. The problem is that a
large number of them get hundreds or even thousands of spam messages
per day. Unfortunatly, exim (the email server) can't deal with this,
and clogs up my delivery queue (right now 100k plus messages) for the
whole server. To go through each of these domains, one by one, and
route everthing to :null for these domains would take a very long
time, and I'm not sure it would solve the problem. Some more details:
I am hosting and managing my own DNS for these names. I tried using my
Registrars (enom lets you do that), but lots of traffic got lost, and
I didn't trust their catch-all for wild card sub-domain.

I also tried setting up the domains with no MX records, but email
still ends up in the queue on the server, waiting to bounce.

Basically what I need here is an easy way to setup tons of domains on
my server so that all of the traffic gets to each one, but none of the
email even reaches the server or bogs down exim.

You can't disable the mail server? Or close port 25 on the firewall?

Unfortunatly no, as there are *some* domains on this server which do
need to receive email. Thanks for the idea though!

Why don't you look at an anti spam solution ? You can setup rbl
lookups inside exim and reject connections to known spam sources.

You can also use exiscan features to check and bounce spam at the MTA level. 

You can setup the default catch all of these domain to be :fail: so
whatever email ids don't exist they are bounced at the MTA level.

Let me know if it helps. If you are interested i am help in this, i
have been working on cpanel systems from 5+ years now.

Spam is a terrible problem however there is a few good solutions around
at http://www.haloweb.co.za we have set the default catchall settings to :fail:
this way spam messages which are sent to non existant domains  are
deflected by the cpanel/whm servers without entering the system, then
there is also your exim config that you can change to reject all
messages to non existant domains on your box, also if you are using
mailscanner in your Mailscanner.conf set the default time to scan
messages from 5 seconds to 20 seconds, this will also reduce the
server load.

There is also a very good service I have made use of from
http://www.webumake.com these guys are excellent cpanel / exim /
mailscanner boffins and will certainly be able to assist you.