This one might have been around a while, but I can't find any reference to it on WebmasterWorld and it's quite useful.
GMail will accept emails to :-
So if my address was email@example.com (it isn't, btw) then I could filter mails sent to:-
.... to the "important" folder.
Similarly, I could set email addresses for my PayPal or eBay accounts to:-
... and reject any emails "from" PayPal or eBay which do not contain that tag.
Quite a neat idea?