I like to backup up the source code set for a project when I release a version. I use GExperts project backups, which seems to gather up all the files in the project manager into the ZIP file. You can also add arbitrary files to this file set, but I'm always conscious of the fact that I haven't necessarily got all the files. Unless I specifically go though the uses clauses and add all the units I have sources for to the project, I'll never be sure of storing all the files necessary to recreate the installable/executable.
I've thought about rolling an app to traverse a project, following all the units used and looking down all the search paths and seeing if there is a source file available for that unit, and building a list of files to back up that way, but hey - maybe someone has already done the work?
You should (highly recommend) look into Version Control.
e.g. SVN (subversion), CVS
This will allow you to control revisions of all of your source. It will allow you to add or remove source files, roll back merge and all other nice things related to managing project sources.
This WILL save your a$%# one day.