I love how Gmail and other web applications allow you to click an attachment to preview WITHOUT downloading the document. This is particularly useful for Microsoft documents, since the Microsoft applications take forever to open.
This is possible on a Mac by clicking on the attachment and pressing the space bar. Windows has no native equivalent although Seer or QuickLook might do the job.
That said, the attachment is on a server so it will always be downloaded (even if using quick look or an equivalent).