I've had enough problems with losing data "in the cloud" that I know not to think my data is safe anywhere but mirrored to multiple hard drives in my home or business... and even there you have to remember nothing is really ever totally safe (man, I sound paranoid).
My first experience with losing important communique material was back in 1999 when Microsoft decided to completely delete my Hotmail account for no apparent reason. It was a personal account that I used on a weekly basis, and NEVER sent out any mass e-mails. Yet one day I went to log in, and the account was simply gone. Any time I tried to contact Microsoft about the issue, they told me they wouldn't even talk to me if I didn't have access to the address in question. Since they had terminated or lost the account, I obviously couldn't use it to communicate with them. But since it HAD been a legitimate account at one time, I couldn't created another account with that name. In other words, Hotmail just completely fucked me and then walked away. Nice.
So I learned the hard way to never trust that your data is safe with a third party. I've never lost any data with Google, but I know people have, and there have been times when Gmail has been down long enough to make me start worrying.
Thus, the need to download (backup/archive) all my e-mail messages from Google.
There are two Firefox plug-ins that look good at first: Gmail Backup and Gmail Keeper. However, both are written by individuals, one in the Czech Republic and one in China. Call me paranoid again, but since downloading and archiving your files requires entering your Gmail user/pass, I'm going to pass on this option.
Recently, there came a new player to the realm of Gmail backup. A company called Backupify has introduced a service that will download all of your precious data from online services like Flickr, Facebook, Twitter, Google Docs, Blogger, Wordpress, Hotmail, etc... They seem to be on the up and up, they have a service hotline listed on their front page, and from all evidence they seem to be a legitimate and secure option (albeit still a third party). However, within the first two weeks of launching the service, Gmail started viewing the onslaught of downloading as an attack, and blocked the service from accessing material on their servers (and forced many Gmail account holders to reset their passwords). Backupify has since been in dialogue with Google, and it looks like Google is being extremely cooperative with helping them get their service back on line (the simple fix is apparently setting a "slower drain" on the data), but as of this writing, the Gmail section of Backupify still states: "temporarily disabled," and I need something that will work NOW.
So the simplest method for backing up e-mail is obviously just setting up an e-mail program to download my mail, so that it is stored locally, and then backing up those files. This requires an e-mail program and making sure everything is set up just right.
I used to use Eudora, because that's what the University I attended had on all their computers. My oldest e-mails exist on a hard drive somewhere in Eudora format. Later I switched to Thunderbird, but didn't really like the interface, and thus became satisfied with just using Gmail (it's all I've been using for the past five years). Obviously, this has it's own problems (data is all stored in the cloud, and if you can't get on line or if Google's servers are down --it happens more often than you'd think, you're screwed).
Outlook has always seemed like the WORST option, as MS had a policiy of keeping such an insane choke-hold on their programs. However, with Google getting so much good press (and money) for appearing "benevolent," MS has glommed onto the idea of actually making things easier for everyone (whodathunk?!) for "free." They've gone through a couple incarnations of a free mail program over the past five years (some of them were awful), but I think they've finally got it. Windows Live Mail integrates nicely into Windows 7, and also cooperates well with Windows Live (an online service like Gmail that I use to store all my contacts, as it syncs superbly with my WinMo phone).
So I created POP accounts for any e-mail address that I've ever used with Gmail. I prefer POP to IMAP because I want to make sure that my messages stay "as is" in my Gmail account. IMAP can be extremely useful, but it can also cause problems, in that it makes changes to your server when you alter things from your E-mail Program. Since I'm only doing this to back up my online messages, POP is the better choice.
Windows Live Mail will only download the e-mail of a single address. Since I have multiple e-mail personalities that all forward to my Gmail account (daniel@, info@, web@, not to mention multiple domains), I first saw this as a problem. I wanted to simply download ALL the e-mails stored in my Gmail account. But I'm going to go ahead and view this "problem" as a bonus, in that all my e-mails are grouped according to the e-mail address to which they were addressed (or by which they were authored). It's kind of a pain in the ass setting up twenty separate accounts, but in the end, I supposed it's nice having everything compartmentalized.
The final step in downloading everything from Gmail in order to create a back up all of your online messages is to go into your Gmail settings and make sure you select "Enable POP for all mail (even mail that's already been downloaded)" from the "Forwarding and POP/IMAP" tab.
[UPDATE] It would seem that though you have to enter every e-mail address you've ever associated with your Gmail account to make sure you download all your e-mails, Windows Live Mail doesn't necessarily download messages to the correct corresponding account. For instance, e-mail for my "daniel" account was often downloaded to the "music" account, etc. I have no idea why this is happening (I carefully studied the message headers, and they don't seem to have ANY correlation), but since my ultimate goal is just making sure ALL my e-mail is backed up to a local hard drive, I'm not going to worry about it too much right now. And I can still search "all e-mail" to find things, so I suppose it's not incredibly critical where each message is being stored.