This may seem like an obvious tip, but it kind of irks me that some of the more useful options are not ON by default in Apple’s Mail 2.0 (part of 10.4, Tiger)… things like message priority, CC, and signature.
If you want to customize what options are ON by default for any new message created, simply make a new message, and select Customize from the pulldown menu on the left-hand side of the message window. You’ll be given a series of checkboxes that will allow you to turn on / off various options.