Many Times I have to go out to a site and do an emergency backup. Usually with those backups I have to use an external hard drive because that is all it will fit on quickly with many gigabytes of data from photos, music and sometimes video. (other options might be a burnable dvd, flash drive, or second computer.)
I sometimes use the Ubuntu live cd (on all their installation cds) for being able to have an operating system when windows is not working properly.
I recommend performing regular backups, preferably automatic.
What I use for my own regular backups is Time Machine on my Macintosh with an external hard drive and MozyHome.
My experience with Time Machine has been fairly well, every time I needed to restore it has worked. The only downside is it takes a lot of resources when starting up, and one of my programs (NeatReceipts) that has a library did crash a couple times while time machine was running. The crash corrupted that library once, but I was able to restore it with time machine.
There are several other online backups available, including Carbonite, and Dropbox.
Update Oct 24 2010: Nate’s Computer Services is now offering Nate’s Online Backup Backup any data, anytime, anywhere.
Nate’s Online Backup comes with Unlimited number of computers per account, unlimited archive, sharing, security, and local and online backup software.
Nate’s Computer Services customers can get a free 2gb account with purchase of a service call. Online Backup is standard with any service plan.
Additional storage available.
For more info go to www.natescomputer.com/backup
Nate's Computer Services



MozyHome works pretty well for me – on both Mac and Windows. If you ever need it, their 2nd level support is good.