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For me, it only makes sense to put everything in OmniFocus. So when I have an actionable item, I add the item to OF using the OmniFocus>Send to inbox service with a keyboard shortcut. Then I file the message (using a Mail Act-On shortcut) to one of two places: a Short-term archive folder for things I may need to reference soon but are safe to delete after 6 mos. or so; or a Long-term archive that I keep forever. This is part of a twice daily email-inbox-to-zero routine.

The OF item created this way puts an "original message" link into the notes field, and, handily, that link works even with these messages that are filed away.

Edit: my process assumes, which I know you aren't using, but hopefully some of it is helpful nonetheless.