We're thinking of building some of our infrastructure on to Google App Engine. But we're worried that if it does not scale, we'll need to export the data and run it on our own servers in future.
Is there a way to export from App Engine Datastore to MySQL?
As far as data export goes, the Bulk Downloader exists for just this purpose. By default it exports to CSV files, but you can write a custom Exporter class that exports directly to a MySQL database, or any other format of your choosing.
It's also rapidly becoming possible to host an alternate App Engine environment thanks to projects like AppScale, (my own) BDBDatastore, and TwistedAE.
In general, I think your scaling concerns are unfounded - App Engine already hosts many apps that receive high levels of traffic, but that depends in part on your app and its needs. Of course, I'm biased - I'm on the App Engine team, so take my assessment with a grain of salt. ;)