It's useful to keep in mind that Brightmail will download all your messages on your server. Therefore, if you save old messages on your server, they will all be downloaded each time you check your email. If you have accumulated many old messages, you will probably find that this increases the total amount of time that it takes to get your email using Brightmail.
Some people also find that they get multiple copies of old messages.
To alleviate this, you may want to experiment with how many messages you keep on the server. That way, you can find a balance between keeping old messages accessible and being able to get new ones quickly.