Which then means I have to keep track of a dozen folders, which is something I don't need to do for the very few messages on this list that are even remotely relevant.
How do you determine relevance? When I open my SA Users folder in the morning, it typically has a 100 messages in it, so I skim down the threads to see what looks interesting. Most of my lists get 3-10 messages overnight, but several get more than 50. Dumping all that into one folder would be a nightmare.
