I do not like plugins. I prefer the command line and a bit of common sense. This is the way I make backups of my whole web page.
#!/bin/sh
DATE=$(date +'%d_%m_%Y')
BKPDIR=/path/to/my/backups
# Remove the last file.tar.gz in the backup directory
ls -1t $BKPDIR/*tar.gz | tail -n +1 | xargs rm -f
# Dump the database
mysqldump --no-tablespaces --add-drop-table --host=blabla-bloblo.data.ie \
--user=dbo34568762 --password=MyAweSomePassWord db_name \
> DB_$DATE.sql
# Create a tar.gz of the whole directory where wp is
tar cvfz AstroGR_$DATE.tar.gz \
/path/to/my/wp/installation/AstroGR \
DB_$DATE.sql
# Move it to the backup directory
mv AstroGR_$DATE.tar.gz $BKPDIR