Aaron Swartz posted a script for Mail.app (Panther version) that moves a message to a folder. The idea is you could set up keyboard shortcuts for moving messages.
I think you could do something similar in Mailsmith, and perhaps in other email apps.
This is a big deal for me—I love how easy it is to move messages in pine and mutt and hate how you have to use the mouse in GUI apps. I do a great deal of message transferring.
What I’d love to see is a GUI app that lifts the feature right out of pine. You type a command key, and then a text field (not in a separate dialog or sheet: too slow) prompts you for what mailbox to save to. There’s a default, but it also accepts typing and tab completion, much like the URL field in a web browser.
It has to be super-fast and completely keyboard driven.
(And you should be able to use the same widget for mailbox navigation. Going to a mailbox is much the same as transferring a message to a mailbox: they’re both choose-mailbox operations.)