Something I do:
I created a new mailbox "on my mac".
For a name, I gave it "inbox (archived)".
Now if I have mail that's "in the inbox" (i.e., also on the server with IMAP), and I don't want certain older emails to just be left "hanging around in the inbox", I drag them into the "inbox (archived)" folder.
This gets them out of the inbox, and I believe it also removes them from the IMAP server as well (could be wrong about that last part).