For my Gmail backup system I created a Google Group of my very own with no members other than myself. Then I configured Gmail to auto-Forward all messages to that Group. Cheap and easy.

Also I use MailStore Home to archive all my email. It can grab your IMAP messages from the server and store them. And MailStore's search feature is extremely fast and accurate. Nice. I was using Eric Fookes Software's MailBag Assistant up until Windows 7 but then I had to drop it. Wonderfully useful application but he wants way too much for his latest version in which the only new feature is that he changed out the Regex search engine. Otherwise it looks, smells, and acts exactly the same as the old one. Except of course this one claims to be able to run on Windows 7 now... MailStore is a much better offering IMO - and it is free!
And then there is Thunderbird, though that has lost and/or corrupted my mail more than once so I wouldn’t consider that reliable.
All that and I only use Gmail for what I consider to be my "unimportant"e mail. Nothing that I would have concerns about anyone reading.

Thanks!
Jim