Mail per se only filters incoming messages. However, using some AppleScript, you can apply your rules to outgoing messages as well (at least if you are looking for automatic application of "move message to mailbox ..." rules) - check out the
Filter Sent Messages script available as part of
Mail Scripts - if you set it up according to the instructions in the Read Me, it will filter your outgoing messages almost instantaneously (i.e., as soon as you receive your next incoming message or spam...)
http://homepage.mac.com/aamann/
To achieve this manually, simply switch to the "Sent" mailbox, select all messages and then select "Message → Apply Rules" from the menu.
Andreas
