I have a blog hosted on wordpress.com, and I'd like to back it up.
How can I do that?
There's an option in your blog's admin panel to do this.
It’s your content; you can do with it whatever you like. Go to Tools -> Export in your WordPress.com dashboard to download an XML file of your blog’s content.
In addition to any manual backups you make, blogs hosted on Wordpress.com are regularly backed up by their own processes.
There is another option: Backupify - This allows you to backup WordPress and whole bunch of other services, too.
If you were self-hosting, and you were willing to pay a monthly fee for backups, VaultPress would be an option.
I'd recommend using Wordpress Backup plugin. You can download the backup file or it can automatically email it to you at fixed intervals. It's also compatible up to and beyond the latest version of Wordpress (3.1 beta) and it regularly updated. I've used it for a couple of years now and have found it stable and user-friendly.
i use backWPup
This can backup all you db and themes and plugins.
Loads of options to then ftp or email the zip or tar to a server or accoutn or S3 repo of your choice...
Plus you can schedule tasks...
Very thorough i think.