I have a record of most of the important ones in my Sent folder,
Don't click on "would you like to compact your files now ?" in Outlook Express (XP version) as the last time I did this they were so compacted they were no longer there.
I also use gmail and so far - so far, mark you ! - they haven't lost anything. Set your system so everything is routed thru yahoo! and google so copies are kept on both.
P.S. I always recommended backing everything up on a local hard drive, in my case a LaCie. After five years, the LaCie has also failed to work. So there....