Chin, if you sync an i-phone or i-pod with a Mac then everything will be matching. So, all data transfer storage should be local, unless you have a Mobile Me account.
google has introduced Priority Inbox for Gmail, but I don't think it means they are scanning my mail anymore than they already do to give me targeted advertising. Personally, I think Gmail is a great product, but I'm mindful that there is always a risk with using the service. But, I also wonder how secure the data I keep exclusively to my home machines is, given all the holes in OS security.