Then I saw a URL icon in my dock and I wondered if I could use the mailto: URL to do the trick. I entered mailto: into Explorer and pressed enter and indeed Mail.app showed me a compose window.
I selected the mailto: text (not the icon beside it!) and dragged it onto the dock (or desktop) and voila, I had an instant "Create New Mail Message" button! And If you add a nice @ icon, you're all set to quickly send mail messages.
[Editor's note: Apple also provides a quick new message shortcut. In the Applications -> AppleScript -> Example Scripts -> Mail Scripts folder is a "Quick Mail.scpt" script which accepts a username and subject, and then opens a new Mail.app compose window with those values pre-entered. You can install Apple's ScriptMenu tool to make it easy to run the script from the main menubar, or you could save it as a compiled application and drop it into the dock.]

