This is one of the most annoying things, for me, about the Droid...
I did find a way to back up home screen settings/icons, etc. (though it doesn't do widgets so well) - called MyBackup Pro...it will put everything back on your home screen, but widgets usually show up as blocks that say "problem loading widget" so you have to re-set them up on the screen (but at least you can see where they were).
Works well w/the 2.01 home screen (the one modded to five screens), haven't used it w/3rd party home screens.