Rules are flaky
This is undoubtedly my biggest gripe with Outlook 2003: sometimes, rules just stop working altogether. It has something to do with client-side versus server-side (if you're using Exchange) rules, but even with that in mind, I wasn't able to come up with a good interpretation of Outlook 2003's erratic behavior. What I learned is that if at some point, one of your rules doesn't get called, it's probably because a rule above it is busted and interrupting the whole flow of execution. Move your rules up and down until you identify the culprit, then delete it and recreate it. I have about twenty rules right now and they all work satisfyingly, but it took me a while to get there and I find this kind of bug absolutely unacceptable (and I didn't find any help on the Web, and only a few people who had a similar problem, so maybe it's my environment).