There are a few ways that you can do this.
1. The simple way is, in Mail, Edit Menu > Special Characters... > and double click on the character you want to insert.
2. You could create a Service with Automator that would run an applescript that would enter text. Then you could create a keyboard shortcut to run the service. Not very user friendly but doable.
3. an app like QuicKeys can do this very easily. Startly - QuicKeys 4 for Mac OS X
There are special characters in mail that I would like to use.
You need to be more specific to get the best advice.
If you are talking about common accented letters, you can easily get these by just holding down the key for the vowel and selecting what you want from the popup menu that appears.
A number of special characters can also be made by via the option/alt key.