I think one of the issues you are thinking of will be a non-issue. You are concerned about leaving emails on the server filling up your iPhone right? Not how it works on mobile devices. You just tell the iPhone to only keep the last 1 day, 5 days, 1 week, 2 weeks or all of your mail. Options won't be exactly that but near enough.

Your desktop machine can be told to download headers or the whole of the email and because it has much larger resources won't bother with only syncing recent emails.

You should also be able to "subscribe" to folders on the iPhone so that once you file an email to a folder you can still get important ones if necessary.

IMAP cr4ps all over POP3 (IMO but I doubt too many will argue). If you have a decent server, you can run filters on the server so that mails are filtered on any client automatically. A simple one is moving marked spam to a junk folder saving you from deleting it from your inbox all the time. Means you don't have set up clients individually either and worry about which client has downloaded the mail etc etc.

EDIT: Probably the one issue is that you need a server to run IMAP. Not many ISPs will offer that service and if they do space will be limited. GMail can do it - depends on whether you want to keep your current email address or just forward it to GMail and use a GMail address.