I heard a scary story on the radio the other day. I was listening to Leo Laporte's Tech Guy call-in show on KFI and someone called in to say that clients had recently lost all of the contacts from their online email account. And there was no way to get them back. They were devastated. Years and years of email addresses and other info, gone in a flash.
The caller was recommending that everyone immediately export their contacts list so that they will have a backup in case they run into this sort of situation, and Leo agreed.
They were using webmail of some sort, and it doesn't really matter which one - AOL, Yahoo!, Gmail, hotmail or anything else. The point is that it's foolish to rely on them to keep your data safe. It's rare for a disaster to happen, but it's not impossible, as these poor people learned.
Each system will have different methods for exporting a file with all of your contact information, so I won't try to walk you through it here. But check it out now, before it's too late.