Critical data (well, really, ALL data) stored to a 3TB of Raid 5 on a thin client, no local data storage.
Critical data that's too big to work with across the LAN (video and music), backed up nightly to the LAN Raid system.
Critical data on the LAN backed up nightly via VPN to a thin client with a 1 TB drive at work, i.e. off-site storage, except photographs, video and music (too much data for nightly backup via VPN), which are backed up to a separate 1 TB drive on a thin client (I love those thin clients -- they're cheap and functional).
Since I've been doing this, I've not lost a byte of data.