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We're about to change to Gmail from a web mail provided by our hosting provider, I understand changing the MX records and all. But my main worry was if there would be any emails that would fall through the gaps of the two systems during change over.

I'm not familiar with the ins and outs of how the MX record works. Is it like a DNS record change, ie. it needs to propagate? If that's the case would there be a period were its left my current email provider but not switched to the new Gmail account? Thus allowing emails not be delivered or worse, lost?

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I've found MX records don't take very long to propagate. You wont lose emails, in the event an email is coming in while they are updating one or the other server will catch it. If it failed to send most email servers retry after a certain amount of time before giving up sending. – Anagio Nov 26 '12 at 5:44
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It will always get delivered. You just have a period where some emails go to the old provider and some to the new provider.

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As Raffael said it will the email will go to either provider while the DNS changes propagate to reflect the changes, You can reduce the amount of time email will be going to the old provider after the change by lowing the TTL on the DNS records before you make the change.

When I am moving domains between servers I will lower the TTL to around 60 second a couple of days before the move so that when I make the change the propagation time will be quick.

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