I found a program that will forward all your mail from your normal mail program (not other webmail, though) to gmail. The mail will show up as from the original person and with the original subject line, and all your filters will work. They will show the old date and time in the original message, but will show the current date and time in your inbox. They will show up as unread.
http://www.marklyon.org/gmail
It took about 3 hours to forward over 4000 messages.
What other neat programs related to gmail have you found?