My setup is as follows:
1. Server creates backup according to specific directories i wish backed up; this is done to a temp directory.
2. ncftp is set to ftp all files to a remote host.
3. Remote host (my home development machine) sits and recieves files, very litle that i have to do, but I can backup files in house through the dvdrw drivves n the server (which works out fairly well)
I went through ncftp and customized my settings, and have everything issued through a cronjob, I could ajust the crontask to run however often as needed (should I be that anal retentive);
I could also take and setup a seperate task to do just the db or any other set of db's to account for forum data that i'd want backed up.
Everything ofcoarse is tarred before transferred over, i have it done by sites (from my VPS); I rather enjoy the level of customization that there is, always up to learn hehe