I sync my PIM data (Contacts, Calendar, Tasks, and Email) with my work Exchange account, but have to manually manage my other data. Microsoft launched a new service with the Windows Mobile 6.5 update that is available for an Windows Mobile 6.0, 6.1, or 6.5 device. My Phone lets you synchronize your contacts, appointments, text messages, photos, videos, songs, favorites, and documents between your phone and their servers. If you use Exchange, then that specific data will not be backed up with this service. Most of the services are free, but there are some premium features available as well.