Mike Rubel's Rsync Snapshot Backup for Linux, which taught me the original backup strategy.
Instructions, in presentation form, on how to set up incremental snapshot-style backups for Windows, using Cygwin and Rsync. This isn't for novice users; if you're not comfortable installing software and using a command line, this may be a little too complex.
rm -rf /cygdrive/x/Backup/rsync.9
mv /cygdrive/x/Backup/rsync.8 /cygdrive/x/Backup/rsync.9
mv /cygdrive/x/Backup/rsync.7 /cygdrive/x/Backup/rsync.8
mv /cygdrive/x/Backup/rsync.6 /cygdrive/x/Backup/rsync.7
mv /cygdrive/x/Backup/rsync.5 /cygdrive/x/Backup/rsync.6
mv /cygdrive/x/Backup/rsync.4 /cygdrive/x/Backup/rsync.5
mv /cygdrive/x/Backup/rsync.3 /cygdrive/x/Backup/rsync.4
mv /cygdrive/x/Backup/rsync.2 /cygdrive/x/Backup/rsync.3
mv /cygdrive/x/Backup/rsync.1 /cygdrive/x/Backup/rsync.2
cp -al /cygdrive/x/Backup/rsync /cygdrive/x/Backup/rsync.1
rsync -v -rlt -z --delete "/cygdrive/c/Documents and Settings/[username]/My Documents/" /cygdrive/x/Backup/rsync/
The rsync command should be all on one line; change your drive and username to suit.