If you like to import all existing email messages and contacts from Microsoft Outlook (or Thunderbird) into your online Gmail account, Google has a free utility for you.
Called the Google Email Uploader, this Windows only tool will upload all your emails from Outlook into Gmail and also preserves the Outlook folder structure.
The Google Email Uploader only works for Gmail accounts associated with Google Apps, not the regular Gmail (@gmail, @googlemail) accounts. For that you may want to check out this guide - Export Outlook Mails to Gmail.
Get the Google Email Uploader from Google Code - available for Windows XP and Vista. This utility was earlier for Google Apps Premier customers only but Google recently pushed it for the free Google Apps accounts as well.