Well push means that your device is always listening for data to be pushed to it as apposed to pull method which means it asks for data every 5, 10 or x minutes. Push is better because instead of getting data every x minutes you get it as soon as it was sent to your device. This is not something you setup on the BB it will do it itself if it can or if the application supports it. For email it's a push method for stuff like weather updates it's a pull method, meaning it will check for updates every 30 minutes or so depending on how many minutes you set it up for.
Mail is important (most times) and sometimes time is money, so you need it as soon as it was sent to you. Weather on the other hand... not so much. If you need to know weather up to the second it changes its a little over kill
would be nice but it changes so often you would drain your device talking to the update server evey time the wind changes or temperature changes.