I am annoyed with the limitations in the way Mail displays the HTML images in messages: you can either enable or disable the display of HTML images, but that's it. If you enable the display of images, well, you are vulnerable to all the malicious spam out there ... but if you turn them off, you have to always go to the Load Images button for those messages whose images you do want to see. Add in that there's no keyboard shortcut for this button, and this becomes a major annoyance. There's also no way to turn on the display of HTML images only for known email addresses.
If you feel the same way, I have come with a sort of solution using Little Snitch:
Mac OS X Hints
http://hints.macworld.com/article.php?story=20090404200022565