Today’s Quick Tip comes from macosxhints.com.  This simple Automator workflow will back up all of your Mail for you

1. Start Automator
2. Drag drop ~/Library » Preferences » com.apple.mail.plist and ~/Library » Mail into the Automator panel. This will automatically create an Automator action (Get Specified Finder Items) containing the two items you dropped.
3. In Automator’s Library column, go to Finder and choose Create Archive. Drag it to the work area on the right, below the existing command. Change the ‘Save as’ value to something other than archive, if you wish.
4. In the Action column, drag Rename Finder Items into the work area, below the other two commands. By default, this will add a date and time stamp to the existing filename.
5. Save the whole Automator workflow as a Program (you can choose this option in the Save dialog).

This workflow will create a file named Archive-xx-xx-xx-xx.zip in your Documents folder (unless you changed some of the settings) containing a zipped archive of your Mail folder and settings for the current user.

You can tweak this workflow in Automator to ensure that it works best for you, but the basics here should get you up and running.