Not entirely sure if these suggestions are possible, but I was digging through my inbox for PMs I might have lost / forgotten to reply to, and thought of a couple of features.
1. Automatic filter (similar to the Sent Mail and Inbox links) to sort messages by their status - replied-to / forwarded, and those that have not been replied to.
I've found that on busy days, I'll check through my messages and try to keep track of ones that I want to come back to, or reply to, later - however, sometimes this means I won't actually ever return to them. Typically, I don't reply to these messages, so it would be nice to have a link where I could view only PMs that I haven't send replies to yet.
2. "Star" message feature.
Similar to what GMail has, though it's fine if it's not a star. But the ability to make some kind of notation (important, come back to later, etc.) would also come in handy. I currently have a IMPORTANT READ NOW label, but I don't always remember to label my messages, and it's a bit unwieldy.