You must own any data that’s irreplaceable to you.
An interesting additional point given the ongoing trend towards web apps and storing data "in the cloud". Note that "own" in this sense means you need to be able to export it in a standard way (e.g. access via IMAP). I don't see a lot of enthusiasm for this from the big sites out there. I can only hope that users start to realise the value in this and begin demanding more control of the data they are creating.