i can't remember if we've mentioned this one here before, but Microsoft Entourage users have a simple archiving mechanism built into their mail client: create a folder of messages to be archived and drag the folder into your target location in the Finder (or on the desktop -- whatever floats your boat) to create an MBOX file.

the archive's easily re-imported into Entourage (into a new folder) with a double-click of the document. you do lose some information, though, like links (to contacts or other messages) and the "received" date is reset to the import date (not a problem for me as i sort by "sent" date).

i suppose you could also use a Unix mail reader with your MBOX file, but you'll have to do some twiddling: the line endings are carriage returns rather than linefeeds. i converted the file with BBEdit, but there are any number of other ways to skin this cat. (via Mac OS X Hints)