This was annoying to look for, so here is the direct link to download Gmail app for your mobile phone:
http://m.google.com/app/v2.0.6/L1/gmail-g.jar
UPDATE (07 Oct 2009):
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Linked moved off to somewhere new, so you can get this download via (enter this in your phone of course, will fail on a desktop):
http://m.google.com/mail/download?dc=gorg
Removed old link.