I noticed this evening that Google has added drag and drop to Gmail. You can grab a small handle at the far left portion of message listing and drag it onto a label. You can also accomplish the same by dragging the label onto a message. You can also select multiple messages and drop them onto a label.
This addition as well as the recent ability to “move” messages into labels makes Gmail more and more useful. The Gmail web interface is becoming more comfortable for former Outlook addicts.
By the way unlike tasks in Google Calendar, this feature is available in Google Apps.