What's your strategy for archiving emails in Mail.app? Do you archive your Sent & Trashed emails too? I'm using Mail.app + IMAP email accounts for my email. I want to be able to archive all my email and make them searchable. 

Currently I copy the previous month's email from my IMAP folders to local folders called 2010, 2011, etc. However I don't copy my Sent email, so I'm wondering what's the best way to archive them as well. Any suggestions? Please share!

I'd like a method that doesn't involve Gmail if possible, as I'm not a big fan of the company and the service.
I use Mail app's "smart mailboxes" instead of copying and moving the actual messages in Mail. 
For example, to archive July 2011:


create a new smart mailbox, 
name it "Mail Archive July 2011" or whatever, 
set the find criteria to "Date Received is in the date range 1 Jul 2011 to 31 Jul 2011",
you will probably want to check the "Include messages from Sent"
Hit okay and in a moment you have a folder contain all of July's email
Right-click the smart mailbox and choose the "Archive" option and save.


After this you have the option of keeping the smart folder or deleting it. Spotlight (in OS 10.6.8) searches the .mbox archives Mail produces, so your archive remains searchable.