Windows: Google offers its own service, Google Takeout, to download all of your data from its services. If you want your own way to do it without relying on Google's help, Cloud Export is a Windows app that will back up everything for you.Cloud Export will, once you're logged in to your Google account, download your contacts, Gmail, Reader subscriptions, Blogger entries and more, and store them all locally. The service supports Google accounts, Google Apps accounts, and even Twitter, Identi.ca and more.
The app supports multiple accounts, but it doesn't allow you to run regular backup jobs the way previously mentioned MyCube Vault does. Still, if you want your own backups of your Google account data, Cloud Export can help.