You don't need a local caching server. I use the Spamhaus Zen list in Postfix just by including it in main.cf, and used to use SORBS the same way. Generally the caching servers are for commercial subscriptions (high-volume use), which you probably won't need unless your inbound e-mail traffic exceeds 100K messages/day.

Use of the Spamhaus DNSBLs via DNS queries to our public DNSBL servers is free of charge if you meet all three of the following criteria:

1) Your use of the Spamhaus DNSBLs is non-commercial*,
and
2) Your email traffic is less than 100,000 SMTP connections per day,
and
3) Your DNSBL query volume is less than 300,000 queries per day.

*Definition: "non-commercial use" is use for any purpose other than as part or all of a product or service that is resold, or for use of which a fee is charged. For example, using our DNSBLs in a commercial spam filtering appliance that is then sold to others requires a data feed, regardless of use volume. The same is true of commercial spam filtering software and commercial spam filtering services.

A company that uses our DNSBLs solely to filter their own email qualifies as a non-commercial user and may use our free public DNSBLs if that company's email volume and DNSBL query volume is below the free use limits. The same is true for any non-profit organization, school, religious organization, or private individual who operates their own mail server.

apt-get install bind9
grep -v ^nameserver /etc/resolv.conf > /etc/resolv.conf.new
echo "nameserver 127.0.0.1" >> /etc/resolv.conf.new
mv /etc/resolv.conf.new /etc/resolv.conf