Use of the preview pane is a personal choice. I base my choice on what malicious code remediation processes are in place. If antivirus scanning is on the inbound link and desktop, plus if there is an e-mail content checker, I'm typically pretty comfortable with the auto preview.
For more information on this topic, visit these other SearchSecurity resources:
Virus Prevention Tip: Eliminate all VBS worms and viruses
Virus Prevention Tip: Recognizing funny e-mails
Dig Deeper on Email and Messaging Threats-Information Security Threats
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