Thunderbird works fine with Gmail (and much else) for me.
If you use POP, then all the mail downloads to your PC - you can opt to have it download to more than one device with some tweaking.
IMAP will leave it on the server - and download to the PC as well, if you set it up that way.
Outlook Express: worked well till it went hiccup, then lost ALL my mail, address book, etc. That (early) version stored everything in one compressed file. One hiccup, and it was all gone. I was NOT amused.