Software plugin: MailActOn
If you’re using a Mac, and using Apple’s Mail.app to manage your email, you’ll find this little (free) add-on very handy. It lets you add rules, and activate them using a combination of keystrokes. I’m just using it for message filing: I have different letters for different folders, and instead of dragging messages around, I can just press a couple of keys, and they’re filed away.