Depends...
For my work machine, I use MozyPro remote backup courtesy of my employer, but I usually like to have copies of current projects on a couple of flash drives as well.
For personal stuff, it's a mashup of flash drives, CDs, DVDs and remote storage like my personal web space and Microsoft's Sky Drive. Increasingly though, if I want to make sure something's widely available to me, I make sure a copy is online. I can't imagine anything more mobile. No nearby hotspots? Just download it to your phone and move it from there to your computer. C'mon, these are the days of lasers in the jungle, lasers in the jungle somewhere...