Backup your Joomla site with JoomlaPack

Update:

The 2.0.1 release didn't work for me, even after tweaking the advanced settings. Better get the 2.1.b2 beta release, works like a charm for me.
Joomlapack 2.1.b2
Joomlapack 2.1.b2 documentation

An easy and fast way to backup your complete Joomla installation (including the database) is JoomlaPack. Installation and usage are very easy and straight-forward. After the installation you can find JoomlaPack in the Components menu