I think Electrum is the best client for newbies - http://electrum.org/

It generates a secret phrase for your wallet that lets you restore the full wallet at anytime.  You can just write it down on a piece of paper, or put it in a text file on a USB stick if you like. 

My understanding is that with other clients you have to backup the wallet often if it is in use for transactions.  Otherwise the old backup will not contain the addresses used for sending you change.