Hi,
I am a nearly constant and faithful reader of this forum, and I could never say it is stuffed with such reports. I never saw this one until Snow Leopard and Mail 4.x, and I cannot replicate it.
I would suggest to anyone having this problem to create a New User Account, and as that New User set up at least one email account, and test for this behavior. You will need to have a file in that New User Account to do a proper test. If you set up a POP account, select to have it leave messages on the server so as to not prevent their download in your normal User Account. If not familiar with setting up a New User Account, see:
http://docs.info.apple.com/article.html?path=Mac/10.5/en/8235.html
This will be a useful test, and it not meant to suggest a permanent switch to the New User Account, but rather a test of the Mail application outside of your normal User Account and its existing setup data.
Ernie