Windows only: A bit of Gmail drama made us look for easy and cheap Gmail backup solutions. What we missed was MailStore, a single-purpose app that connects to your email, backs it up, and doesn't bother you otherwise. That's just about perfect.
Install MailStore, fire it up, and choose the type of account you'd like to back up. Most of the major webmail services are supported: Gmail, Yahoo, Windows Live/Hotmail and any service you can connect to via POP or IMAP. You can also back up your local Outlook or Thunderbird archives, if you'd like. Enter your credentials for your account, tell MailStore which folders you want backed up, and then hit Run. That's just about it. MailStore's initial analysis of your archives can take a while to work through, but after that, it's just running and downloading and saving your emails into a folder of your choosing.
Want to back those files up to DVD or USB? MailStore can split up your archives and shove the files itself. Inside the app, you can search through your email, export emails individually or in bulk, and save searches for later digging.
MailStore Home is a free download for Windows systems only. Thanks for the tip, dchall8!