Elinnea: I have really important things backed up, but I guess I get lazy with games because I've been able to come to GOG and fetch them whenever I want. It's good to be reminded that it might not always be the case.
I confess towards that tendency at times as well. I try to always have multiple backups of the things that I could never retrieve (my photos, writing, artworks, correspondences, etc). But I can be more lax about things like GOG games when I know I can get them again. I think you are doing fine if you are ensuring your irreplaceable stuff is backed up somewhere, and then attending to the rest when practical.
Another thing that can be useful, assuming one is quite invested in one's data, is getting either a fire safe or a bank safe deposit box. Not only are these great for your personal papers, but they might a nice container for a hard drive of critical data. The fire safe perhaps a little less so, since fire can still technically scramble a hard drive below the paper ignition point.
1322: I am in full agreement with IAmSinistar. Just want to add that external HDs are your friend.
Sometimes I still want to cry when I think of all the Amiga work of mine I lost. Game designs, artwork, programs, custom fonts. About all that remains are some BASIC progs I wrote. :(