I am a nut about backing up data and one challenge has been finding a good way to archive all my email. Several years ago I setup an email address account with google and have found this to be a great way to keep a backup of my email.
1. I have my email automatically forwarded to my gmail account as well as come to my regular mail account.
2. I have my mail client set to automatically BCC to my gmail account when I send messages
I do occasionally manage to delete or lose an email and I can always log into my Gmail account and retrieve it there.
Note: It would be just as easy to do this with your favorite Yahoo or any other web based email you might prefer.