I’d always used one single email account and tried, wherever possible, to keep these accounts completely separate from one another. At work I now find myself using two IMAP accounts, one for work and one personal account. Setting the accounts up is a doddle, but I noticed that messages I was sending from my work account where not getting stored in my mailbox.
After some fiddling I found that to have messages sent from one account stored in the sent mailbox for that account, you need to explicitly tell Mail.app what each of the server-side folders are to be used for. To specify this, click on them and go to Mailbox >Use this mailbox for > Sent/Drafts/Trash. I just thought I’d share in case anyone else comes up against this problem.