Closed Gardens: Don't repeat my mistakes
Don't commit time and effort to a service you care about if it doesn't give you the ability to get your data out. A promise of an export feature isn't an export feature.
Posterous has been my learning experience on that front. Despite saying there would be instructions for exporting "over the coming weeks", it hasn't appeared, and meanwhile I've watched the service rot.
Escape from Posterous
I ended up paying a few dollars to Export My Posts (which got most of my posts), then scripted the oh-so-handy Pandoc to do the grunt work of a HTML to Markdown conversion. Followed by hours of clean up by hand. But I'm in a happier place, and using telegr.am for this site. The data can be in GitHub or Dropbox, in the format I write it in, and the rendering is all hosted: perfect.
Update: Scrub all of that stuff about export because telegr.am natively imports from Posterous now.
Escape from Flickr
Flickr is wonderful, unless you have comments and have annotated images: that stuff can't be exported. So I've abandoned Flickr for OpenPhoto, which, although not as polished or feature-rich as Flickr (!) it has been created as "a cloud based open source photo sharing service where you own and control the photos, tags and comments". Since being kickstarted it has recently added Flickr import.
What about Twitter?
Mitigation. I use ThinkUp to record all my Twitter interactions.