My Backup Pro

This application requires you to have root access, and costs a few dollars.

But it is definitely worth the hassle.

Every Sunday night, my phone silently backs up everything onto the My Backup Pro servers.

If I lose my phone or it is stolen (again) all I have to do is log into my new phone, get root access, and download My Backup Pro. From there I can install everything that was on my phone.

The exception is system applications like the note taking applications that most phones have. But I would never recommend using those stock apps anyway for that reason.

I recently installed a different operating system on my Desire HD (actually Jonno did it because I'm too stupid) and when I downloaded my old info it had every single application with the application data still intact. I hadn't lost any messages, any HeyTell or PingChat messages - and I was still even logged into Facebook, eBay and all the other web applications.

This is far more than you can achieve with the native backups offered by HTC, Samsung, Sony etc.