Unless you've redirected the destination folders, everything you listed
is stored under your user profile folder in Documents & Settings. You
can use the Files and Settings Wizard to create a composite of all that
data into a single module. However, I would suggest that you burn to
CD/DVD-R your My Documents, Email stores and Address book as
a minimum. Since these are the most critical user data, you would want
them in a Readable format - for easy recovery.
Pictures & Music are generally quite large and aren't modified as much
as other personal data. Also, those are usually already in a compressed
form, so additional encapsulation isn't really beneficial.
The easiest form of backup is an Image. It's a true copy of a drive or a
partition stored in a compressed module or modules.However, Images
store data much like a zip - so recovering individual files/folders isn't as
easy as a simple backup operation.
Actually, I recommend that users employ both methods. Backup your
personal data and then Image your XP instance.
The key to any backup or image is verification. You always want to
take time to ensure that the data is written correctly and can be retrieved
if needed. Nothing is worse than having a backup or image that turns
out to be unrecoverable. For images this entails doing a verification pass
on the image output to compare it's contents to the source drive. For
backups, you'll want to explore the disk or media and make sure you
can read and access the information.