YES absolutelly, (Always at domain level) it prevents future new pages from the spammy domain linking your pages, only you can use subdomain level where the links comes from authority domains, for example blogs on blogspot ie: linking.blogspot.com in this case you should include on your disavow file only the subdomain linking.blogspot.com and at the TLD level ".com" which includes all the regional like .com.tw , .com.ar etc
Use to detect bad links as many tools as you can starting with Google WMT, bING WMT, yandex WMT, SeoMOZ, ahref, linkdetrox etc.
Hope it helps
