In Mail, you can specify not to download large messages (until you give the ok):
Open Mail Preferences.
Click Accounts.
Select your account.
Select the Advanced tab.
Enter a value in the "Prompt me to skip messages over..." box (I used something like 128KB when I had this enabled I think, but really very few messages without attachments are over 12KB or so).
Close Preferences (don't forget to click Save).
Now, Mail should ask you if you want to download the message in full, and if you say no, it will simply wait on the server until you're prepared to download it. When that time comes, I think you can just click Get Mail and it will ask again.
jW