There is an 'organization' dedicated to this called the Data Liberation Front. They are working through all the Google products and will continue to update their site as new methods or improved methods for moving data in and out of web applications are created.

A Google engineering team started an internal 'organization' dedicated to this called the Data Liberation Front. They are working through all the Google products and will continue to update their site as new or improved methods for moving data in and out of their web applications are created.

The DLF sees themselves as being a bit subversive, because a company doesn't usually make it easier for their customers to leave. You can read about how they started and why on their FAQ