well, i use windows live mail as it lets me check all my mail (multiple email accounts for multiple internet personalities
) at the same time, with one doubleclick. otherwise i would have to look at four or five different webpages to check all my mail.
the software also stores my mail locally offline, so i can read already downloaded mail and contact information if my internet dies (which is rare).
plus you can look at news and rss feeds.
i generally leave it running all the time, and have it auto-checking every 10 minutes for new mail. when new mail arrives, i have a sound play, and an icon appear in my taskbar.