This was the most sought after feature of Gmail - The IMAP protocol support. While we all know that in POP each time you connect your messages are offloaded from your server to your personal computer or device, in IMAP, you directly work on the server itself - you dont really download anything to a local drive. Whatever you do all your actions work on the server content, which means if you get a new mail on your server, the notification on your device or PC is instantaneous, while if you delete a message, you are deleting it directly on the server!
With this feature Google enables you to use many different software email clients to handle your gmail (without the need for using a browser window!) However the caveats are that for every different label, the message would repeat under that folder once. And many others which you can find under the Q & A on google IMAP here.
Finally to know how to set your mobile phone to receive IMAP email, here is a small video on youtube that explains the same, go ahead play it and learn more!
Enjoy the finally launched GMAIL IMAP now!!