Dude! That's the wrong question. Correct question is, "What I CAN'T backup in my android phone."
And the answer to that is, "Nothing"!
Yeah... following are the ways you can take a backup of things in an Android:
Contact -> Through Google Sync, using inbuilt sync mechanism.
Messages -> Though SMS Backup+, which syncs all your messages on the cloud of Google very easily.
Call Logs -> Same as above ^^
Apps you download from market -> It already is backed up and can be seen by logging onto market.android.com and can be downloaded on any other device.
Pictures and Videos -> Just setup a Google Plus app, turn Instant Upload On, and watch as all the pics gets synced on albums in Picassal online! (Obviously, it remains private to you, until you feel the need to share it.)
You can go as far as backing up the whole Android OS (called ROM) onto your card using custom recoveries!