Have you ever thought about backup your pc? why not?
and backup your smartphone? why yes?
Anyway, whatever your smartphone is (Android, Blackberry, iPhone, Palm, Symbian, Windows Mobile) this post at Gizmodo provide a solution for every os.
Read full article here How To: Back Up Any Smartphone.
Actually, standard solution for Windows Mobile via ActiveSync or Windows Mobile Device Center, didn’t work with my smartphone (contacts, messages, ecc not available for sync ;( ).