When adding rules to Mail, I always used cut and paste to copy the sender, subject or anything else I wished to catch. However if you select the email, and then go into the Rules section of the prefs, it automatically fills in the required information. I'd not noticed this before. Hope it speeds setting up your rules.
[robg adds: I thought we'd covered this one here before, but my searches came up empty -- if someone proves me wrong, send me the URL of the first one, and I'll remove this one...]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20040212123548789