Rather than rescuing your data, start publishing to your own platform and syndicating content out to whichever silos become popular.

This is the idea behind 'Indie Web' [1] and even though it is harder at first it is the simplest long-term solution. Domain names are cheap, hosting is cheap, and publishing isn't very difficult.

[http://indiewebcamp.com/why]

'Rescue' might be the wrong word here. A simple transfer, or updated 'address' form would seem more likely. Like when you want to delete a WP blog, it gives you several options for your content/blog (though most imply not owning it anymore).

That assumes the services you're moving between are based on any kind of standard. Try moving your Facebook data to Google+ and see how far you get.

I suppose this highlights the problem with a third-party owned and run system - you don't own your data! You are at the mercy of the third party for data that you put there and believe are owed.

Of course. Or rather, that you'll learn that the more important data, you publish on your own, and everything else is transient.