I just installed Snow Leopard and most things are working (except calendar sync unfortunately). My version 1.0 version of Mail ActOn was incompatible in Mail.app. I checked the Mail ActOn site and they are now $25 to buy version 2. Mail Acton is a great product but it's worth $10 or maybe $15 at the most to me so I didn't buy it. There's a 30 day trial if you want to try it.
I looked around and Message Filer works with Snow Leopard. There's a free working version with nag screens every now and again. It just lets you move messages to folders, has a nice search feature in the pop-up window and works on multiple highlighted items. So I recommend it.
And even better, it's $8 which is the right price.