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Most people read from left to right, so In my opinion the flag or star icon should be definitely on the left.

In MS Office it's on the right, but there is an exclamation mark on the left (which has a similar function) - so in this case it seems okay:

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In Yahoo Mail - there's only a flag option on the right - I think in this case it should be on the left side, because on the right users hardly notice that they have 'flagged' a massage - so it is ipmortant:

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Gmail uses a 'star' icon on the left. In my opinion this is the best solution. It's on the left, easy to see, attracts attention.

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Anyways what kind of function do you associate with flagging/starring a message? And where would you place the icon?

In my head it means the message is important! I have to deal with it some time! "To Do"

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Personal point of view: definitely go to "star" which means favorite. Which is more explicit that "red flag" –  Marc D May 4 '11 at 9:24
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To me, the star means 'favorite' and the flag means "To Do" or "Action Item" like you suggested. I think that "!" should mean important and that it should be used separately; I like how the sender specifies message importance in MS Outlook.

I actually feel like Gmail and Yahoo both use their appropriate icon. Gmail is organized by conversation, and you cannot really mark an entire conversation as an action item. So I think that 'favorite-ing' a conversation makes more sense. Conversely, Yahoo just has newest messages on top (or used to, I haven't used it in a long time). It is more likely that you can categorize a single message as a To Do (as opposed to a conversation), meanwhile you will rarely want to favorite a single message.

I definitely agree with your comment about putting the icon on the left side. If the icon denotes importance in any way, then the icon itself is important.

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