NTBackup. Run NTBackup /? for all of the parameters. It supports backing up to file or tape, information store, etc. I use SQLAgent to backup the SQL databases, and then grab those with the NTBackup script. Same for the Sharepoint databases, the webfiles get grabbed by the file backup.
I also find using the @filename syntax better for troubleshooting, and use Scheduled Tasks to automate the whole process, once I have it working. That way you are using simple text files. You can also get NTBackup to save your selection list by going through the UI, choosing your desired selections, and then choosing Save As, after choosing Advanced mode, Backup.
I also usually choose to put them somewhere easier to find, like drive:\scripts. The default in Windows 2K3 is C:\Documents and Settings{Profile}\Local Settings\Application Data\Microsoft\Windows NT\NTBackup\Data, which is a bit much, in my opinion. {Profile} is usually Administrator on a server, or the administrative user currently logged in.
You could even get fancier and use WMI to fire off a notification email. Small Business Server does....
Did I mention that all of this is free? :)
If you are on 2K8, then I use the new shadow copy syntax, as NTBackup is deprecated.