How to Move Just Mail Over?

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Couldn't you just login to mail on Lion with the account you have on SL, that should take all your messages across?

 

If I understand what you mean, then you are talking about an IMAP email account, right? This will work, but will not copy over anything that one had stored in local Mail folders. So if you don't have local Mail folders, do it this way.

To get local folders as well, you need to grab some of Mail's folders out of your old Snow Leopard home folder. At least grab ~/Library/Mail but I'm not sure what else they have. You can experiment with it by finding more Mail-related files under ~/Library if that didn't work. (On Lion they hide the Library folders, so you need to select, from the Finder's menu, "Go" > "Go To Folder ..." and then type in "~/Library".)