Customized Windows fonts and colors (Desktop -> Properties). Then I can never remember whether I was using Verdana or Tahoma, 8 or 9 pt, or exactly what RGB values I was using for window background, and whatever I try, it doesn't look right anymore until I get used to it again
And I always zip up the whole Windows and Program Files folders to keep for a while in case an application decides it's missing a DLL. Doesn't happen nearly as often as it used to under Win95, but I still keep those zip files for a few months after a reinstall.
Oh, and a manual backup of selected registry keys, to easily restore licenses and settings for various apps.
Other than that, nothing really. It usually takes me the better part of the day to make a manual backup of everything I need to keep, on top of the automated backup archives. Reinstall comes on the following day.