Alan Schoenfeld recently apologized for sending this list a long message. He didn't need to apologize; its length was justified by its content! On the other hand it is disconcerting to start downloading a message on a slow connection only to discover you are going to have to wait an eternity (well, it seems like it) to get the message. I would like to recommend a practice I have seen on some other lists: Put a warning in the heading saying that the message is long.
I have found this quite helpful, even though my connection at CWRU is quite fast. When I get a long message, I proceed right away to print it out for leisurely reading later.