One day your phone will fail and you will loose all your data unless you backup. Manufacturers calculate the MTBF (Mean Time Before Failure) - they know the device will fail. Here are some different ways to backup your data.
ActiveSync is Microsoft's utility to synchronize contacts, calendar, E-mail, files and more between PocketPC devices and desktop Windows machines.
Microsoft My Phone
Microsoft My Phone syncs personal information between your Windows phone and the web, enabling you to easily back up and restore your information to a password-protected web site.
PimBackup is a program allows you to backup/restore the Personal information of the pocket pc user. This tool allows you to backup/restore: appointments; call logs; contacts; messages (SMS, Mails, ...); speed dials; tasks.
Backup Software (Commercial)
There are a number of commercial backup software programs (i.e. you have to pay $ for them) that include (listed in alphabetical order and linked to manufacturers' sites):
Search for backup on the forum.
CID and GSM data Backup
Each network carrier has different settings for CID and GSM data. The CID (Carrier ID) of the device is a setting which determines which carrier ROMs should be allowed to run on the device. If you have a problem during flashing of a new ROM you may corrupt your CID or GSM data. For safety you should backup these two files to your PC in case you need them. This can be done using itutils or a convenient Backup.bat that will create the 2 files (cid.bin, gsm.bin) to save them to your hard disk. "You don’t know, you will need them someday!" Details can be found in these posts:
Original ROM Backup
ARTEMIS ONLY - FOR ADVANCED USERS