Like in my latest image, for example? :-)

With the default settings, one thing that you'll probably have is grain in the volumetric cone. To eliminate it, edit the spot light, go to volumetric tab and increase the quality slider. As a rule of thumb, the further away you are from the light source the more you have to increase this slider. In my example, I had to increase it to 4.

If you notice some strange artifacts in the volumetric cone, you might need to increase the advanced effects settings in the render settings.

And I would advise to not tick "optimize volumetric light" in the render settings. In Vue terminology, "optimize" is usually another word for "decrease render time but decrease quality also".