Apple Mail rules versus iCloud Mail rules
A real annoyance of Apple Mail is that rules defined in the Mac application appear to apply only there. So if a mail message arrives and Apple Mail isn't running, the rules don't run. So if you're away from your Mac and consuming email using your iPhone, you don't benefit from the rules at all.
It seems you can define rules in the iCloud mail interface too, and these should run regardless, since they execute before the mail is delivered. But the rules that can be defined are somewhat different from those in the app, and are completely separate. Rules in the Mail app aren't visible in the iCloud interface and vice versa. This is particularly obtuse as the rules defined in the Mac app are actually *stored* in iCloud (and are hence visible on multiple Macs).
But it gets worse if you do have multiple Macs. While the rules defined in the Mail app on one Mac are visible on your other Macs, the status of a rule (i.e. whether it is active or not) is *not* synchronised. I can't see any possible reason why this makes sense.
What's the best way of managing around these defects? I would rather not switch back to Google Mail, but right now it looks like the best solution.