Though there is no way to absolutely "prevent" your newsletter from going into junk email boxes, there are a few things you can do to minimize it.
1) Advise your users to put your sending email address in their contacts list.
2) Read up on RFC 2822 (and other applicable RFCs outlined within it) pertaining to email formatting.
One of the things SPAMers do is manipulate the header of their email to try to "trick" SPAM and junk mail filters, so if the header in your outgoing email is malformed in any way (whether malicious or not), this could trigger filters. Make sure all of the proper headers are sent, including the MIME type, the FROM:, the Reply-To:, the Content-Type:, etc...
There's a lot of reading in the RFC, so you may also want to look at the PHP Manual's [man]mail[/man] function entry, including user comments (which helps a lot too). Then find yourself a guinnae pig (or even yourself as halojoy suggested).