Antimateria: How do you even back up things when now usually every game is so big? Still burn them in discs?
I personally bought a couple of 2 terabyte hard disks, which I'm using with an external USB HDD case.
Not all games are that big, especially when we are talking about GOG, DotEmu, HumbleBundle etc. games Still, I am long way from backing up even nearly all my games. I have done that already for my DotEmu and HumbleBundle games (it was just a matter of making a few clicks and waiting), plus any games I may have bought directly from developers. From GOG, I've yet to back up most of my games, simply due to sheer amount of them. Same for the couple of games I have on GamersGate.
From Steam, I haven't yet made any permanent backups (less reason at least for those Steam games which are not DRM-free). I once temporarily backed all my currently installed Steam games, but that was just to move them to my new PC without having to re-download all of them over again. They were around 166 gigabytes together uncompressed, I think, but as said it was just some of my Steam games, not even nearly all.
I prioritize backing up older games that I don't see getting updates anymore, and games I may feel a bit concerned (like the Space Rangers game recently disappearing from stores; I decided to make a local backup of the GOG versions, just in case). But mostly I don't download most games specifically to make backups, but after I have downloaded them to try them out, why wouldn't I simply keep the downloaded files, since I have them on the HDD already?
(cue in someone telling Pbay is his personal backup server... PB is blocked here anyway, and all the other potential problems with that idea.)