so i'm wondering if there's some simple way to download all my messages, inbox and outbox?
There isn't any (AFAIK) but "theymos" mentioned a "one time PM export for established users
[take note]":
I actually have code written for exporting PMs into an mbox file compatible with Thunderbird, but I haven't gotten around yet to figuring out how best to present this functionality to users. (It's unusual because it takes a bit of time to generate and the resulting file should maybe be encrypted.)
If any established members have a strong need for it, I can manually create an export for you. For example, if you have so many PMs that the PM page is slow to load for you, you can get a PM export from me and then use the "purge PMs" feature. I'll probably only do this one time per person...