The above suggestions are great because they only require one tiny change to the interface - a single button. However, they're kinda the nuclear option. What if you want to keep a couple people on your blist, or keep a few messages in your inbox?

In my opinion, the best solution, though this would require more UI work and design time, would be to have a series of small checkboxes next to each name/message. You would have a "select all/deselect all" button and a "delete selected" button. That way, you can click "select all," then uncheck the couple ones you don't want to delete, and then click "delete selected."

This is how such lists in other products tend to work, such as gmail and google docs.