Every time you plug your iThing to your Mac/Windows it backs it up. And as of iOS 5 you don't even have to plug it in. They only have to be on the same network and the device automatically backs it up daily.
Oh, and if you feel nervous, you can right click on the iThing in iTunes and select backup to manually backup again.
A backup is automatically made every time you sync your iPhone to your computer. (You can also set it up to backup to iCloud instead of to your computer.) In theory, at least, it should be simple for the OP to restore his phone from backup.
Oh, and if you feel nervous, you can right click on the iThing in iTunes and select backup to manually backup again.