I've been backing up the System State, Exchange storage groups, the users' Shared Documents folders (to which I've directed their Home Folders), and all 3rd party application data.
What did I learn?
- Use a script or special application to back up Sharepoint.
- NTBackup does a great job backing up just about everything else.
- Don't restore ANYTHING until you've finished setting up the SBS and every last one of it's components - even if the customer is badgering you to do so.
- Set up a clean, working server with no users, groups, or policies, but with all components in place.