Mail is a real big pain in the neck for years. If you have a choice drop it and go for another program. If you canlt drop it, because you are using other applications that are linked there might be an odd work around. Disconnect from the internet completely. Start your mail application. (It is handy when you click on "view: and than on "Activity window" so you see what is going on.
It may take up to a few minutes for mai to start up if it was snoballing. As soon as your activity window is empty. right click on one of your mailboxes and opt for "erase deleted messages" wait till you see the window in which the question is asked if you are sure to erse the deleted messages. Click on it and connect to the internet.
In most cases mail will come back to live. If you have a great number of account you might be out of luck and repeat the nonsense a few times.
Apple will mostly claim that an imap message is not loading. That is very often indeed the case, but that has very little to do with your mail provider. If you click on an email with a large attachment mail in Lion is simply stalling. Therefore try to switch to an message without an attchemnet. The activity window will show when the downloads have been finished.
Mail is a nice program for when you have no more than a handful of email accounts. In such case you can also go to "library" (Finder + option key, than to mail and than to V2. In the V2 map you click on Maildata and you can remove everything except for the accountsplist and the messageruleplist. Messages stored on your harddrive are gone, but you will regain access again to a working mail application.