If you use Ubuntu and don't use the default mail program, Evolution, you can remove it from the Messaging Menu by running the following command:

$ cp /usr/share/indicators/messages/applications/evolution \
   ~/.config/indicators/messages/applications-blacklist

You can also add custom applications by creating a file in ~/.config/indicators/messages/applications that contains the full path the the .desktop file to load.

Also, if you use Thunderbird, and want some rudimentary support for the messaging indicators, I put up some code at github for an extension. Just run ./build.sh and install the .xpi file from Thunderbird's Add-ons dialog.

The extension is based an an earlier one available on lunchpad.