I never set system restore points either...

But I do make daily back-ups of my documents and settings folder, as well as some program folders that get changed a lot.

You can do this quite easily using windows own back-up tools.
This did prevent me from loosing all my bookmarks, emails, etc. more than once :D

Yesterday's the past, tomorrow's the future, but today is a gift. That's why it's called the present.