I use the Bat and I love it. I was a Outlook user but the constant security holes and the fact that most e-mail-viruses target outlook made me switch. The Bat offers all the features I need, while still being realatively slim. The only drawback is that it isn't free.
@archer: as turner said, if you use client software you can store your messages locally, so you can access them even if your internet link is down. furthermore, most e-mail-clients offer additional features to maintain your mailbox and encryption. what's more: if you, like me, have multiple accounts you can access them all at once without having to log on the every single one.