I always prefer to connect and log-in to websites via https. They’re a lot more secure and is highly recommended for those leeching off free Wi-Fi connections, using Internet cafe terminals, and to those who are just plain paranoid.
Previously, you can only do this by manually entering the https://mail.google.com in your URL bar, or perhaps bookmark it, or use a Firefox plug-in to automatically do it for you. But Google is kind enough to create an always https option inside Gmail.
Accessing Settings -> General in Gmail would show you this option at the bottom. By enabling it, Google will be kind enough to switch you to an https connection automatically.