That's a great question and you're definitely not alone in learning to rely on Gmail and simultaneously being a bit concerned about the difficulty of pulling information out of your Gmail account and configuration.

Fortunately, there's a solution, though you have to delve into Gmail Labs to enable it.

To do so, log in to Gmail, and along the top click on "Settings", then "Labs". Scroll down a ways through the many cool (and sometimes weird and goofy) optional additions and tweaks you can make to your Gmail setup and look for one ingeniously called "Filter Import/Export":

Simply choose "Enable" then scroll all the way to the bottom of the list and click on "Save Changes".

Now go to "Settings" again and go to "Filters":

Now scroll down to the very bottom of all your Gmail mail filters and you'll see some new stuff:

You can see an "Export" button, though it's grayed out, and on the right a text link "Import Filters". Let's export first.

To export your rules you need to select one or more. I'll export everything (I have a lot of filters, truth be told) by clicking on "All". Now the "Export" button is enabled:

Guess what I'm going to do now. You're right! Click on "Export". Boooyaaa!

A new file is created and downloaded, which, in Google Chrome, ends up looking like this in the download status window:

This XML file is not particularly easy to read as a human, but it is easily parsed and read by a computer, notably the Gmail service itself, so just squirrel it away in some backup directory and you're good.

Now, let's say you wanted to import your filters into a new account. This is most easily done by enabling the Filter Import/Export add-on, then clicking on "Import filters" link on the bottom of the Settings --> Filters window:

I'll let you figure it out from here, but it's pretty straightforward and, more importantly, it does liberate this data from Google and let you have a copy of your email filter rules. Very helpful!