Pardon me if this is already widely known, but I searched for the information unsuccessfully and discovered it accidentally. I find it very helpful.
If I delete a mail item in any of the normal manners, it only moves to the Deleted Items folder. To delete it permanently, I must then go to the Deleted Items folder and delete it again. This is inconvenient, because I occasionally have to look in the Deleted Items folder for something I deleted wrongly 
. To make such searches easier, I like to delete definite garbage, i.e. spam, without even contaminating the Deleted Items folder with it.
The solution is Shift-Delete; i.e. the Delete key on the keyboard with the Shift key held down. This works with multiple selections too. In particular, SpamNet moves spam to a Spam folder, and I can select the entire folder with Shift-End, then dump the lot without contaminating the Deleted Items folder. (Incidentally, I recommend SpamNet, but that’s a separate matter.)
