I try to label every single conversation that is in my Gmail inbox. For incoming mails this is super straightforward. I just hit L, type the first few letters of my desired label and hit Enter. So far so good.
However if I want to start a conversation I have no chance to label it. I would love to label it just before I hit the "send" button. Since this doesn't seem to be possible, I always do this:
go to "Sent Mail"
Tick the checkbox in front of the mail I just sent
Press L, type label, press Enter
Gmail somehow tries to make me fire and forget my sent mails. I really hate this. Is there any way to label emails as you write them?
You can apply labels to drafts, and they seem to stick after the message is sent. To do this, you have to start the message using the "Compose mail" link (or 'c' shortcut), save it as a draft, then open it via the "Drafts" section. It's an extra step, but since I often write messages and come back to them later to polish and send it works for me.
I recently found a workaround that is good enough for me:
After sending an email Googlemail shows a message like "Your message has been send. View message". If you are quick enough to click at "View message" you see your just sent message again and then can use the "L" key to label it quickly.
At least this is one click less than and much faster loading time than clicking at "Sent" and then at the just sent message.