I always keep a Thunderbird client running in the background of my laptop, which sucks out all emails from gmail and keeps a local copy. Yes, it would not be cool for gmail to one day suddenly cut me off, and yes, I feel Google, with its "Do no Evil" policy will not do that to me. But still, I prefer to make my copy of important data right now, thank you very much, instead of whining later that this is not cool.
Same with my Flickr pics and Delicious links (downloaded using a script). And my Facebook data I really don't care about.