1. If there's a webmail page for your email account (for instance, for a gmail account you'd go to
GMail), it's probably easier deleting from there.
2. Deleting from the phone depends on the email app.
K-9 Mail, the one I'm using at the moment, won't delete more than about 150 at a time (there's a "select all" in the menu, and a trash can, but once you do that, you load another bunch. So on the account on which I normally delete everything (it's a spam honeypot), I use my desktop email program, and just "delete all".