I think I did this a few months ago. Probably time to do it again.
[U]sing a service like Gmail means you don’t have a local backup of your e-mail like you would get if you were using a desktop client. Naturally, that doesn’t mean you can’t store backups of your e-mail on your local machine. It requires a bit of work to set up, but once you do, you’ll be able to enjoy the goodness of Gmail’s web interface worry-free.