Heya, neopersia. Welcome to TSDN!
Your site's newsletter is going to SPAM boxes 'cause it looks an awful lot like spam to modern email clients! There's very little you can do about this (would you want REAL spammers to be able to fool spam filters so easily?). But there's a lot that your Users can do.
First off, tell your Users to look for it in their spam box the first time around. Usually, if you move a message out of your spam mailbox, the email app is smart enough to figure out that the next one is probably not spam.
Another factor that helps is getting your Users to add the From email address to their address books, which a lot of spam filters will check with before marking a message as spam.
If your server can support the load, try sending out one email per User so that you can put the User's email address in the To header instead of BCC. If you do this, also try to address the message to the User's full name:
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$to = "\"$firstname $lastname\" <$email>";
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mail($to ... );
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Mac OS X's junk mail filter is less likely to mark the message as spam if you know the User's full name. I'm sure it's not the only one.