For Those Who Don't Mind Paying for Convenience: BackupifyOnce you sign up for Backupify, then authenticate your Gmail or Google Apps account through the service, you really don't have to do anything—and we mean that. Backupify uses its servers to pull data from Google's servers, and after an average of 2-3 days, your Gmail archives are there, and new stuff slowly streams over.
For Cheapskates Who Like Automation: Gmail-to-Hotmail
For Free, Local, DIY Backup: Desktop Thunderbird (and Then Somewhere Else)First things first: head to Gmail, click the "gear" in the upper-right corner, choose Mail settings, then head to Forwarding and POP/IMAP. Enable POP for all mail, and set Gmail to keep its copy. At this point, you should download and install Thunderbird, if you haven't already.
For Free, Local Backup, If You Don't Mind a Terminal: Fetchmail
Those are the easiest solutions we know of for getting a whole-hog Gmail backup in place, either for free or for a pretty reasonable price. If we missed any, do let us know in the comments.