I installed PHPList, I'm well versed with CAN-SPAM, so:
  1. I created postmaster, abuse, noreply, webmaster and other required e-mail accounts.
  2. Added SPF record
  3. Added Domain Keys
  4. Setup Bounce Handling in PHPList.
  5. This domain is not black listed anywhere.
  6. I've tested the domain at http://www.mxtoolbox.com/diagnostic.aspx and it is fine.
  7. The header of the mail seems fine.
  8. When I send mail directly from CPanel webmail interface, it lands in Inbox.

Still the mails are landing in SPAM when it is sent from PHPList :-(
What should I do to fix it?