I am a Seattle attorney and practice criminal law in the State and Federal courts. As usual, the answer depends on the circumstances. In general, the Department of Justice, FBI, DEA, etc., has Subpoena power, and can subpoena documents from anyone they believe has information relating to a crime that that they are investigating. So the feds could simply subpoena your the company holding your email, cell phone, bank records - you name it. Depending on the circumstance a warrant is issued - you just aren't informed about it. And some authorizing statutes make it a separate crime for the company to tell you about the subpoena or warrant. Most attorneys are happy to talk with you over the phone for free, and even sit down with you for a fee consultation. If you're asking this question because you believe you are being investigated, you probably are and you should contact counsel immediately.
No attorney/client relationship is established by reading this post. This is mere general legal knowledge for public use.
I have not done systematic research on the question. However, I happened to note that the Sixth Circuit Court of Appeals, in a December 2010 opinion arising out of the prosecution of one Steven Warshak, a notorious purveyer of penis enhancement supplements, concluded that the U.S. had violated Warshak's Fourth Amendment rights by obtaining through third'-party subpoenas thousands of e-mails, in which the Court held that Warshak had a "reasonable expectation of privacy." See http://abcnews.go.com/Business/wireStory?id=12394584&page=1. The Court specifically held that a warrant was required for the U.S. to obtain access to such materials. However, because the Court also found that the agents had acted "in good faith," the Court declined to rule that the trial court had errred in admitting the e-mails into evidence.
Given the notoriety of this case, it would not surprise me if the Supreme Court ultimately hears it and then issues an opinion directly addressing your question. In the meantime, you may wish to speak to an attorney who handles criminal trials and/or criminal appeals in your jurisdiction in order to determine how judges in that jurisdiciton are likely to rule on the question. This is a cutting edge issue that has no crystal clear answer at this point.
Emails are also governed by the Electronic Communications Privacy Act (ECPA) and the Patriot Act. Although the ECPA originally set up protections (such as a warrant requirement) to protect email, those protections have been weakened in many instances by the Patriot Act. Even where the protections remain under the ECPA, emails lose their status as a protected communication in 180 days, which means a warrant is no longer necessary and your emails can be accessed by a simple subpoena. Be sure to clear your mail server after 90 days.
As a followup to my prior response and a subsequent comment, I repeat that at least the Sixth Circuit has held that citizens have a reasonable expectation of privacy in e-mails under the Fourth Amendment--meaning that a warrant will normally be required to access them--aside from any statutory protection that may disappear over time. However, that might not stop federal agents who believe that they need only comply with the letter of relevant statutes without regard to the Constitution.