I've migrated to and from gmail for myself and multiple clients. I'd recommend staying with Gmail until there is a compelling need to change. If you're concerned about the googlebots selling your data then go with a more traditional email host like rackspace or fastmail.

IMHO you only need your own email server for extensive logging of email traffic for regulatory reasons. Or if you have a corporate environment with people who need shared mailboxes/centrally managed email.

edit: IMAP move works fine btw. It can get a little weird with the way it handles multiple labels though.

edit2: Gmail presents labels as folders in IMAP. So multiple labels = same email in multiple folders. There are also Gmail specific IMAP folders like All Mail that are under a Gmail folder. I encourage you to take a look at it using Tbird or another IMAP client. You will have some loss of structure when moving away from tags and into folders so just make sure you know what you're losing and where.