I always tell people not to depend on the built in "windows backup". I've seen that randomly fail for unknown reasons. I also recall that in one version of Windows (don't recall which), it index your backup, but was incompatible with other versions (though that was years ago).
Usually I just backup to either my 2nd encrypted hard drive or Mega or DVD / Bluray disk. USB for smaller backups though.
Dropbox for my important work/site stuff
Copy (similar to dropbox but gives you more space) for my photos
Windows Sync Toy to copy the above two folders to second hard drive in PC, and then external hard drive
All other useful folders sync toy'd to second and third drive
I used to backup to an external drive, but then I noticed I never recovered anything I backed up on those, so now I don't use anything for my home computer. I use Dropbox at some degree, but not much. For work related stuff, I use the tools my company provides (server storage).