Hawk Wings has an excellent tip for cleaning up OS X’s built-in email application. It only takes a moment, and is well worth the time. The tip is a command you run in Terminal, which basically gets rid of cruft in your Mail.app database. As a result, the app runs faster and accesses mailboxes lickety-split. I tried the tip this morning and was surprised at just how much it sped things up.
I recommend backing up your email first, just to be extra-safe.