Your email will be stored in your profile folder (it should be something like ~/.thunderbird/<some random string>/). In your profile folder, there'll be one called Mail and in there will be folders for each account you have. The emails themselves will be in the file called "Inbox".
So basically, backup your profile folder. Also see MozillaZine's Knowledge Base
, where you'll be able to find several articles on moving your profile folder, so you can import your mail (edit: to Thunderbird/Mozilla. This stuff isn't applicable to Evolution and I'm not sure how you'd go about that).