Mailwasher is a method of looking at headers even if you will be using Outlook Express (or similar) for reading. It will display
Subject
From
To (much SPAM doesn't have your address in the TO field)
Message size.
It allows you to delete messages on the host and not download them. This can save a lot of connect time with dialup access. While it can automatically mark some messages for deletion, I don't find that feature to be very effective.
MailWasher-
http://www.mailwasher.net/