I think the Messenger Plus! ability to check POP e-mails is sufficient for most users.
If you want to check all your pop and non-pop (including non-hotmail) e-mails at once, check out
www.eprompter.com. This nifty program allows you to read and delete e-mails as well. However, it doesn't appear to have support for gmail YET - perhaps because gmail is still in beta.