MacDevCenter.com: Tweaking Tiger Mail
"Assuming you have a strategy for dealing with incoming email (and these days, everyone needs one), you could simply drag your messages from one mailbox to another, just as Apple intended. Personally, I find that method time-consuming. I'd rather just hit a key or two than lift my fingers off the keyboard to reach for the mouse. Mail Act-On is a superb plug-in for Mail that lets you do this and plenty more. Think of it as a way to create dozens of personalized keyboard shortcuts."
On Giles advice, I installed Mail Act-On, and I am extremely happy with it! I've set up some Act-On rules to do things I've been doing manually, and it's working great!
This is the first time I've installed a plug-in for Mail, so I hope things continue to be stable. :-)