If you have added groups* to your address book:
1) in Mail start composing a message then click the address book icon in the toolbar of the message (customise the toolbar if the icon isn't there).
2) Highlight the group you want to mail in the left hand column, then press either the To: or Cc: button
This will input all the group's addresses into the To: or Cc: field. Alternatively, you can drag and drop the group into the desired field.
* To add groups, open the Address Book application and click the + button in the bottom left hand corner. Drag and drop entries from your "All" listing to this group to add them to it.