Not sure if this is a new functionality, but users of Mail.app might be pleased to know that it supports pop-up windows, sort of. You can drag a message(s) from the main window to either side, the mailbox drawer will slide out. Continue holding the message(s) over an account title - the arrow will flash and open down (like list view). Continue holding/opening folders/mailboxes within that account until you've found the place you'd like to put your email...
Now if they'd just put that into the Finder!
[Editor's note: I also don't remember if it worked in 10.1 or not - anyone out there who has NOT upgraded yet who could test this?]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20011114215942605