The benefit to running a Windows machine is the wide array of software developed for these systems. Even going back to Windows 2000/XP there have been developers releasing excellent freeware for anyone in the world. Data backups can be handled manually or through parity of internal drives. OS X users do not always have this same luxury.
But it is important when considering how to backup data from your computer, to think about how you would want access to it. Many users prefer local hard drives either internal in the system, or external through USB/Firewire. I have been using physical drives across multiple Operating Systems and it works great if you have the storage space.