Mail.app supports many e-mail addresses aside from .Mac e-mail addresses -- I don't even have one and I use Mail.
BUT, by default, it only supports mail that can be accessed via one of the following methods:
- .Mac
- Exchange Server (e.g. if you work for a company that runs an Exchange Server for Outlook clients)
- POP3
- IMAP4
In the US, at least, POP3 access is available for Yahoo only if you pay for it. GMail is an example of free e-mail with POP, and AOL is an example of free e-mail that does IMAP.
There are additional plug-ins that allow Hotmail, Yahoo, and others to be used without paying for POP access, but they're not necessarily that user friendly. If you want to know more, search these forums for macfreepops, for instance.
Good luck!