Assuming you're talking Windows here:
First piece of advice: don't back up programs. Even if you back up all the executable files in e.g. Program Files, there is going to be configuration necessary to run those of any complexity stored elsewhere (such as the registry), and possibly dependencies that get installed elsewhere (e.g. runtimes for frameworks that get installed into the Global Assembly Cache.)
What you *should* back up are documents, configuration, media (pics, songs, etc.), and save files for games.
Other than that, the only advice I have is
- Go with something faster than USB 2 if at all possible, as backing up any substantial volume of files over slow data links is painful (leading to you skipping it.)
- If you make lots of modifications, try to find some kind of synchronization program to manage keeping your files backed up for you (basically, you should be able to specify backed up locations, e.g. My Documents, rather than specific files.)