IMAP for Gmail available

From today, IMAP will be available for Gmail across devices. So from now on keep all your Gmail in sync automatically. This feature is being rolled out over next couple of days.

Just goto Settings and click the "Forwarding and POP/IMAP" tab and turn it on. If you don't see it, it will be there soon, as its being rolled out. Don't forget to click Save Changes when you're done.
I have already got this option.
Once you've enabled IMAP in your Gmail account, just configure your mail client or wireless device to download Gmail messages.
Supported IMAP Client List

Mail Clients

• Outlook Express (Windows)
• Outlook 2003 (Windows)
• Outlook 2007 (Windows)
• Apple Mail
• Windows Mail
• Thunderbird 2.0
• Other*

Wireless Devices

• iPhone

Mobile Phones

• For help accessing Gmail for mobile, please visit https://mail.google.com/support/bin/topic.py?topic=1580

* Palm handheld users: please note that Gmail IMAP access is not currently compatible with VersaMail.

So go there and get all Gmail synced in your Outlook or Windows Live Mail