UPDATE: CNet News has more tips.
Wired has a how-to on making your web-based e-mail more secure. They focus on Gmail, Yahoo and Hotmail.
The convenience of web applications is unrivaled. It’s especially true for web-based e-mail services, where all your mail is stored in one central location and remains easily accessible from any computer on the internet.
But using web-based e-mail poses significant security risks, especially if you use a Wi-fi connection or a public internet connection like a university or a library.