Apple Mail is the email client I use as it looks good and has a great search function. But it doesn't matter if you use Apple Mail or something else, if you don’t want your every move tracked, you have to prevent your email client from loading external images. On OS X, I use Apple Mail and the way I block external images is with Little Snitch.
The way to do it is to block all connections except the ones you allow.
But for some services you do want to see the external images.