The new Mail.app has a lot to recommend it, but I've got two annoyances, one major, one minor:

Major: The Junk Mail filter does not work for me at all. After training it on circa 2,000 pieces of spam, it only snags about one message in three hundred and about 90 percent of those are false positives.

Minor: If you copy a string from an email message to your clipboard and paste it into a text editor, you get a mystery nonprinting character at the start of the string. This is especially annoying when copying an URL, since the nonprinting character before the http:// breaks the URL if you paste it into the location bar of a browser or use it with wget or curl -- you have to paste the string into a text-editor and remove the special character before proceeding.