Sometimes when I am sending an email, I realize that something is missing or wrong and stop the process. After fixing the misage (or just making sure everything was OK), the message sits in the outbox for a while. In other programs, there's a button or command to "send mail instantly," but not in Mail.
The way I solved the problem was with the online/offline comand (Mailbox: Go Offline/Go Online) or the even easier Toolbar button (you have to customize your toolbar to add it). I press once the button to go offline and fix the message. When I press the button again, I go online, and the messages that were sitting in my outbox go out instantly.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20060522112201643