I have my roms on a NAS alogn with all of my other files, so when I download a new rom, i stick it on the Pi and the NAS, so my roms are all backed up, I dont care about that,
what I care to backup is the scraping which takes a bloody age to get done, I do not want to repeat that!
then I stick saved games over on the NAS as and when I decide I have any that I care about.
I prefer to spend my time playing though, I spent an hour last night watching the screen flash text while LR-Mame installed, only to find that the game ran slow :(