This may be old news to many of you, and this may also apply to all Windows Mobile users, but I just stumbled across it. When in the list of messages in any of your mailboxes in the stock messaging app, there are several shortcuts that can be achieved by pressing and holding particular keys. The most important is "H", as holding that key brings up the list of shortcuts. Here is the full list:

H- List Shortcuts
A - Reply All
R- Reply
K - Mark Read/Unread
F - Flag
M - Move
O - Forward
D - Delete
L - Download Message
S - Send/Receive

Again, this may surprise nobody but me, but I've been using several of these for the past couple of days, and it really speeds things up.