Are you still one of those using POP to pull E-Mails and save them locally? Are you then using some kind copy to back-up the local mails? At least so did I until recently… But welcome to 2009!
Today the serious e-mail providers also offer IMAP access and pulling e-mails from other servers using POP. Furthermore you get about 7GB(at gmail at least) of online storage and you can configure IMAP to maintain a full local copy. (hint: default of Thunderbird 3)
So instead of fiddling with some local back-ups you can just let gmail pull and save your mail in one place. Then you can clone all your mail locally with thunderbird and you have a reasonable backup. (also recommended for offline usage)
But what to do with your mail collection from the last years? Luckily IMAP has also push support, so you can upload them to gmail and maybe to a bunch of other email providers if you feel safer. 🙂