As you probably know spamhaus limits your smtp and DNS traffic (http://www.spamhaus.org/organization/dnsblusage/ for more info) and in case of big servers this can be a serious problem.
Luckily, Costel Balta sent me a solution to the problem that I'm going to paste below. In short, he suggests to dinamically create firewall rules via iptables (or better shorewall) to avoid connections from suspicious IPs in order to decrease the number of requests to the RBL lists of about 80%.
ipsets and swatch are also needed to manage iptables rules and scan your logs respectively.
A big thanks to Costel Balta for the following tutorial; this is not the first time that he posts an original idea.