A default install of postgrey on Debian based systems will probably barf up

Couldn't unlink "/var/run/postgrey.pid" [Permission denied]

error messages when restarting the daemon. To get rid of them do this:

mkdir /var/run/postgrey
chown postgrey:postgrey /var/run/postgrey
sed -i 's/$DAEMON_NAME.pid/$DAEMON_NAME\/$DAEMON_NAME.pid/' /etc/init.d/postgrey
/etc/init.d/postgrey stop
rm /var/run/postgrey.pid
/etc/init.d/postgrey start