The messaging application in WM6 contains several handy keyboard shortcuts.

To enable this feature, press and hold the letter H for a second or two and then release it (You'll get a confirmation). Once activated, you can use these shortcuts while you are in the list of messages (both email and SMS):

When you just type letters without holding them down, you'll enable inline search for the senders and subjects in the list of messages instead.

Note: these keyboard shortcuts also work if you have a Windows Mobile device without hardware keyboard. Use the SIP keyboard to achieve the same (SIP=Software Input Panel).