You can use Microsoft Outlook or the free Mozilla Thunderbird (link) to access your Gmail via POP3 access. To do this in Gmail go to settings >> Forwarding and POP >> then at the bottom select the right setting (enable) and I choose to leave a copy in the inbox.I use GMail, and I I've found that having all my email online is a problem when our Internet is down. Anybody use the software that allows you to download all your gmail mail to your system as a backup?
If you want your sent messages downloaded to the sent folder on your local mail software you will have to setup some rules for that. If you want me to post the ones for Outlook, let me know.