If you access your mail from more than one device, for example from your home computer, from your laptop (if different), from your office computer, from a classroom computer, from an Internet bar computer, from a smartphone, from an iPhone or iPod or iPad, or any combination of the above, set up the Email program you're going to use (Outlook, Thunderbird, Apple Mail, Eudora, etc.) for IMAP rather than POP. Then you can have the best of both world's - getting your email on your home computer but able to check it from the Internet when you're away from that AND everything will stay synchronized because the mail will stay on the email service's servers (Gmail, Hotmail, etc. except Yahoo which charges non-Australians for POP and IMAP service).
Also, as Pashley mentioned, make sure you access your email through the internet on an HTTPS connection, especially if you are in a coffee house or net bar. If you use an email program, it will be using SSL which provides a level of security better than the naked net. But recently there's a program going around which allows others on your Wifi connection to tap into your account whether through the internet or your email client. Using a VPN in a public place can impede this, so if you have a VPN, turn it on when you are in a public place, regardless of whether you need it to deal with separate GFW issues.
This is probably more information than xw wants right now, but the bottom line for all is take the 15 minutes to set up an email program using ccvortex's lucid instructions. The time you spend waiting for your Hotmail or Gmail or Yahoo mail to connect could have been well spent RTFM.