Although I personally dislike the system of how every transaction requires a player to check his/her mailbox for a won and expired auction or a sold item, I understand that this system can't be changed easily.
So I'd suggest to place the mail-boxes closer to the auction house (Marketplace and House P come into mind). And even if the existing mail-boxes stay where they are, why not placing additional ones near the auctioneers?
Just my 2 cents...