What kind of phone do you have? If it is an HTC phone, MyBackup Pro will backup the home screens. I will save the Sense and stock Android home screens.
As another poster said, 3rd party home screens usually have a backup function (minus backing up widgets). I use Launcher Pro and it has an option to backup your shortcut and home screen settings to the SD card.
You could also go a manual route, before I started using Launcher Pro, I used Samsung's TouchWiz home screen. Nothing would back that up, so I created a Google Spreadsheet and used it to keep up with what short cuts I had on which screen.... Actually I still use that as a backup to my backup ;-)