If you have a message that you know will be important later (for example, one related to a password, an airline ticket, or a legal notice), and you want to be able to find it the moment you need it, do yourself a favor and identify it with keywords. Whenever I receive an important e-mail message, I forward it to myself (which doesn't pose a problem with mailbox real estate, as messages are shown in conversation format) after typing, in the forwarded message, a few words that might come to mind when I next search for it.
If it's an airline ticket, for example, I may type "airline, ticket, Virgin America, New York, summer, 2010" and forward that message to myself. Later, when I need to find that ticket, I can find it easily by searching. Sure, you could label such messages as "important" or "airline tickets," but it's still simpler to search than to wade through a bunch of "important" starred messages.