Your first step could be try the Connection Doctor (I think it's available in Tiger, I don't have a copy, so not 100% sure?), under Mail's Window menu. Click the Show Detail button then check again to see a log of connection attempts.
Unfortunately, all connections - IMAP, POP and SMTP are interspersed in one log. So it's not the best of logs, but will at least show you if Mail at least connected to the server successfully; it won't test sending mail though.
Also, this http://blogs.oracle.com/chienr/entry/debugging_os_x_mail_app might help for a bit more logging.