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bill - 1:54 am on Dec 24, 2009 (gmt 0)
If you want a way to backup your entire system then use a drive imaging program as suggested. If you only want to back up a limited amount of data then use a WinRAR, WinZIP, or similar archiving program, and pick and choose the data you want to backup/archive.
Windows restore points are more 'efficient' because it is only storing a limited amount of information. However, you can't put them on DVD and you can't do a full restore from them like you can with a disk image.