emails from server being rejected by some email systems

Emails sent from my server are sometimes rejected and sometimes sent to spam folders by gmail, hotmail, SBC global and probably other email systems.

The ip addresses are not blacklisted anywhere, I have SPF set up, and I recently started sending all email via SMTP using ZF zend_mail, with authentication, but that did not help.

These emails are online payment confirmations, password resent emails, stuff like that.

My efforts have improved the success rate, but anything less than 100% isn't really acceptable, and I'm not getting that.

Some of you may have had the same problem. I would like to focus this thread not on the problem but on possible solutions.