If you use del.icio.us for storing your bookmarks, I'd seriously recommend you back up those bookmarks once in a while. I use curl (wget works just as well and precompiled binaries for Windows are also available). A simple invocation of
curl -sf -o delicious.xml http://del.icio.us/rss/username
pulls the XML file containing all your bookmarks into a file called
delicious.xml on your local disk.
Better safe than sorry.