A handy bookmarklet is available at sippey.com to compose email in Gmail from any page. Bookmarklets are links added to the links bar of the browser that perform a particular function, like the BlogThis! button that allows Blogger users to post from any page.

I've tested it in Internet Explorer 6 and Firefox 0.9 and it works perfectly, though Gmail is still incompatible with Opera.
Another site offers Windows users a way to associate all mailto: links with Gmail, instead of installed programs like Outlook Express or Eudora, check it out here.

For more bookmarklets, check out this excellent section on squaresoft.com.