It's a fast and easy way of archiving your mail, but you do indeed lose the timestamp.

There is a little app called GMail Loader (http://www.marklyon.org/gmail/), it's a python app that should let you upload your mail to GMail and retain your timestamp. It can even recode your 'sent emails' to end up in your GMail 'sent mail' folder.
I have not been able to get it to work though because you have to install some additional pythonbinaries (tKinter).
Hopefully some brave programmer can use this app to create a OS X app with UI for it. Because with the growing GMail storage (already 2067Mb) it's a great way to archive.

If you use 'Redirect' instead of 'Forward' in the rule, it preserves the original timestamp, sender and recipient. Seems to work fine for me.

Really?

When I redirect, Gmail still doesn't display the proper date - it displays the date of redirection - nor sender - it says "me" for the sender, since I was the one who redirected it.

However, this is only when the mail is contained in a list, such as in the Inbox or All Mail folders. When you click on the message and view it alone, it displays the correct sender and date.