When I want to read my mail, I log onto my Unix shell account and type "mail."
Works for me.
(Largely due to a huge procmail filter I've installed, of course.)
On the Windows side, I still use Pegasus Mail, just because I'm used to it.
For newsgroups, I swear by MicroPlanet (formerly Anawave) Gravity. The newest version (2.6) is free, has some nifty functionality and supports yEnc encoding.
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