Large things like media are on DVDs. Smaller things I'm working on at the moment I just keep mirrored on both of my computers (laptop/desktop) with
Dropbox as the third back-up and intermediary. The 2gb you get free there is enough for this purpose. I've also started using
Ubuntu One as a secondary back-up for this stuff, though it seems a bit glitchier. I imagine they'll have it sorted out soon, though, since it's new. Both are easy as pie, and work on all kinds of OSes. Makes sharing easy too.