One way to do it would be to access your gmail through POP instead of IMAP. But I'm sure you can change the folder your email goes into to be a local folder too. I don't use Mail, so I don't know exactly where it is.
Oh, and there's
this thread on it too.
Edit: What kind of issues have you had with gmail? I have about 10 accounts with them with calendars and documents and tons of labels, and they've been rock solid for me.