I've been wanting to move to gmail for a while. Especially since MS decided to try and buy Yahoo. I hope it doesn't happen but I would like to get my email moved just in case.
Les found this blog entry that seems to describe exactly what I want to do http://3oclockblog.blogspot.com/2007/11/great-email-adventure-pt-1.html
It talks about installing an email server on your pc to pull all the emails from Yahoo but you have to put them into a local email app, like Thunderbird http://www.mozilla.com/en-US/thunderbird/
I've been able to move about 20 emails. So now I'll just have to spend some time moving the rest.
(see the 2nd part here)