I don't think the OP has a rooted phone, and from the questions they are asking it would be way over their head to even attempt something like that. I know there is 1click root or something like that but I think in this case, the fewer options available the better.
I would suggest MyBackup Pro, which can backup your files to their servers or to the SD card. If you choose to backup to SD card, you'll want to also save that file to a computer or something outside of the phone, since you are concerned with losing your phone. A backup does no good if its on the phone you lost.
As far as task killers, they aren't needed. Period. There are some task managers that can be helpful if you're trying to kill a rogue app. It is still using GPS after you close it, for example. But Android handles its memory just fine, and will close background apps as needed.