This is quite old story (http://arstechnica.com/news.ars/post/20061230-8524.html) but still important. They report that many users lost emails form their Gmail account. What about you?
They recomend to regulary backup emails stored in the Gmail account. I will cite the source:
As you can read here http://www.oreillynet.com/xml/blog/2006/12/gmail_disaster_google_confirm..., even Google advise their own users to backup their emails. So, it is probably better to do it.