vewhelpfulguy: yes, I agree there.
avocetz: I'd suggest putting your really important personal data that cannot simply be downloaded from some website again onto a CD or DVD, as vehelpfulguy suggests. Backing up your entire hard drive to CD or DVD sounds like a nightmare to me though, and almost certainly would never get done by most people due to the effort it takes. So, you should also do a regular backup of your entire hard drive onto an external hard drive, ideally kept separate to your computer for the reasons vehelpfulguy suggests.
Personally I backup my entire hard drive to an external drive once a week or few weeks, but regularly (once a day, twice a day sometimes), backup to an offsite secure service called
strongspace. This just contains my important personal data and photos etc., and is located in california, so no trouble with burglary etc.