So this is a a few years late and I am sure ROL figured it out by now, or has just got used to it, or gone insane! :) But, I ran across this same problem as ROL, all my sent e-mails, replies, etc were showing in my inbox and it was driving me insane! It had not done this before when I first set up my gmail account.
I think I just figured it out after researching...
ROL - do you have mulitple accounts in gmail? For example, I have an e-mail address from our internet provider, say att.net, that I forward to my gmail account. Here's what I found happened...
Go to Settings ---> Accounts and Import ---> I have two options under "Send Mail As" - One option is my gmail email address, the other is my forwarded email address, att.net, that I had linked to my gmail.
WELL - The att.net account was listed as the default, so, when I was sending e-mails it was sending the e-mails with att.net email address, when I switched that and made my gmail my default send as, the problem stopped...no more sent e-mails in my inbox, they are saving under sent again and I am no longer going insane.
Anyways, hope this helps someone else!! I was about to lose my mind with it!