Having a current backup of the files on your iPhone is always a good idea, in case it’;s lost, stolen, or damaged. Most iPhone users don’t know how to run a local backup and end up relying on the iCloud for their backups. iCloud can be a great option for small numbers of files, but the free account is limited to 5GB of files.
Backing up your phone to your computer is a better option because your computer’s hard drive is huge, so you can keep multiple backups of your files.
You can back up your iPhone using iTunes. In my case, I have a PC, but it works the same way on a Mac. Apple creates and encoded copy of your files and settings and puts them into a temporary folder. If you need to restore from the backup later, iTunes can copy all your information back to your phone, or to a new phone if you are upgrading or lost or damaged your phone.
iTunes will back up all of your Camera Roll Photos, SMS messages (texts), settings, contacts, and your app data. It will not backup any synced music, videos, or podcasts.
iTunes performs this backup automatically anytime you sync your iPhone, iPad or iPod Touch with your computer, but it’s a good idea to do it once in a while for backup purposes.
If for some reason iTunes won’t cooperate, or you prefer an interface where you can choose which files are backed up, I suggest taking a look at Appandora.