If you mean your own personal files, it depends mostly on the media capacity
you're going to backup to and the total size of all of the files you're
referring to. If you're talking GBs of files, I would use either a DVD data
burning program to DVD-RW or the native NT backup to tape. Othewise, a
standard CD burner may suffice using UDF format and using NT Backup, or just
drag and drop using copy.
If you mean the entire XP installation, all files, partition etc.; I like
Powerquest DriveImage 7.0 You'll need lots of media space for both the
program installation and target for the backup.
Dave