Yes we get a few but not many. They generally arrive around 1am but the mods clear them very fast.
All forums get a few that get through but on a big one like this around 10 or so a week is pretty good.
The protection is very good. I use the captcha and the question and answer on mine and I get maybe 5 a year! But mine are small forums.
It's been a problem here for a while (during the time the lawsuit was active) but presumably now the lawsuit is settled the promised anti-spam features of XF 1.2 will be revisited and we'll see less spam here as the devs get back to work and 1.2 is eventually installed here.
Obviously that'll still be a little while into the future, but hopefully not too long.
There are some great anti-spambot add-ons available that have cut out a massive amount of spam for my own boards, so have a look in the resoures section if this is currently a major problem for you.
However, what I would say is you're much better to use an add-on to prevent the spam registrations in the first place (check out Registration Form Timer or FoolBotHoneyPot) than you are to potentially put restrictions on users who are legitimate.