Mac Mail too slow

Hi Guys, my mail has different e-mail accounts like hotmail,gmail and company e-mail account. When I start the mail, it takes quite a long time to syn with my company e-mail server and it slows down the whole MAC including Safari. I know I need to organize my e-mails trying to delete it or save it somewhere. If I don't open Mail when I first start my MAC, where can I find my e-mails record (or maybe they are saved somewhere)? How can I backup my e-mails?

Thanks.

One thing I would advise is to check your preferences in Mail and make sure that you are not deleting email from the server after it's downloaded. I know that Google Mail (GMail) and HotMail will retain messages for a long time before purging them from the server. That way, you always have a backup on the server that can be downloaded again. Of course you'll also need to do some organizing.