Usually forwarding will be unreliable. This is because the "from" address might be someone@live.com but AOL, Gmail, Hotmail, Yahoo, etc. see it as coming from the server IP.
By looking at the SPF record, AOL, Gmail, etc, know what IPs are allowed to send for someone@live.com. They will see it is not coming from one of those IPs, and may block it /bounce it. It may work for a while and then stop working; so you miss emails.
Also, if you auto-forward email, then those services may think that the server, or your site, are spamming your AOL, Gmail, Hotmail, Yahoo, etc. account.
If you want to use other email services like Gmail, then instead of forwarding, it is better to set those account to retrieve the email from the server.
Some help on that is at
https://support.google.com/mail/answer/21289?hl=en
http://help.yahoo.com/qe/uk/tutorials/mmail/mm_accessother5.html
http://www.howtogeek.com/howto/10777/how-to-add-any-pop3-email-account-to-hotmail/
You can also normally set up those services, like Gmail, to send with a from address using your own domain.
Just let us know and we'll modify the SPF record for your domain to allow sending from, for example, Gmail.
