Update 2017
Starbanana havehas changed thertheir name to deep-email-extractor and it also looks like revamped the App UI and made it work on multiple accounts (discovered having just logged in to my app), changed link below to reflect this.
Original Answer
If you need a fast desktop app (not a script) then consider this.
I did quite a bit of searching for an app that works at label level and found Gmail Email Exporter from deep-email-extractor.
It's a paid app (I have nothing to do with them) but it's cheap and you get to export email addresses from specific labels or all your Gmail account.
So in your case put all your email received into a label using a filter and use the above to export to a CSV file.