Saving a backup of email and addy books is a little more "techy" than just copying files, but it really is something that needs to be done. The main difficulty is that most email files are in a database format, so you can't easily save individual messages - you have to save the whole $%#@ database. And you can't easily restore single messages or single addresses - you have to restore the whole $%#@ database.
In some programs (OE is one) you can save individual email files for each message, but it's rather tedious to do so.
If your address book, or message folders, get too large, it can be hard to find a place big enough to store them. And since you have to import the whole archive to get a message back, it can be a problem getting it back if you're short on disk space.
As a courtesy to your correspondents, it's also a "recommended practice" that you archive your address book off the machine, and then delete from the book you keep on the machine the addresses of people you don't send to on a regular basis. There are a number of virus/trojan/worm nastys that can use any addresses on your machine to harm those in your book - and make it look like you did it, so keeping a minimal book on your machine is "a nice thing to do."