[This refers to hacked devices.]
Apple describes the iTunes automatic backup here.
While there is no application to backup the device odomatically, you can backup manually.
Its recommended to use an app like Insomnia, (or tap 'Settings', tap 'Display', and set Screen Lock to 'Never') to prevent the device from sleeping temporarily.
You will need to SSH to the device, and copy the folders...
The files your concerned with are all within the /private/var directory path.
Create directory folders on your HD using the same hierarchy structure as the device, making it easy to remember where to place them again if ever necessary. (ex: copy your apps to a folder named 'Applications' within a folder named 'var' within a folder named 'private', within a folder named 'iPhone BackUp' on your desktop.)
/private/var (Any miscellaneous files not in folders except 'MobileSafari', and icon.png'.)
/private/var/Applications (3rd party apps)
/private/var/mobile/Library (Preferences, settings)
/private/var/mobile/Media (more settings, eBooks, Game Files [iPhysics, ROMs], Music, pictures [DCIM], and recordings.)
/private/var/Ringtones (any non-standard ringtones)
/private/var/root (any miscellaneous files not in folders)
/private/var/root/Media (pictures, eBooks [not-relocated to mobile], games [frotz], and PDF files [if installed].)
As always, TURN OFF SSH after you're though.
Also, Set Screen Lock on again, if you turned it off for this process.
Keep those backups in a cool, dry place.