I'm using iCloud and it's working great, I just wanted to know if it's possible to also make backup of my emails locally (manually or automacly) and eventually restore them with time machine if icloud server crash for example.
The messages are cached locally at ~/Library/Mail which is backed up by Time Machine. So if for some reason iCloud's servers went nuts and deleted all your email you would be able to disconnect from the Internet and restore that folder and capture whatever messages were cached at the time of the backup.