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By the way, "important data" may be all the hidden subdirectories in /home/username.
For example, when I back up, I always make extra copies of /home/username/.mozilla and /home/username/.thunderbird to make sure my Firefox and Thunderbird settings all transfer.
but take it from me -- when you have your new shiny system up and alive, only bring across what you really need from your backed-up /etc -- don't just do a cp -Rvf . package version differences mean that you may break something, or lose cool functionality (like a pretty display manager login page) if you just blindly copy over.
The point about the dot-dirs is quite valid: most of your important user information is in there. I normally just back up my entire ~ dir, and do a blind copy of that -- since I have things set out the way I want them *for sure*. But sometimes it's nice to check out the distro's default user behaviour -- for instance Kubuntu's default user behaviour is really friendly, and helped me to push the desktop to newbies.
I don't know about cached package locations with Xandros and Mandrake -- but I know that with a debian machine, I will back up /var/cache/apt/archives as well, to save me some downloading when I go get the millions of packages that I use (:
I usually make another partition to mount /home...
so whenever I used to install new distro (which I will never ever again) I remount the partition I had as in /home and delete some hidden directories....
i will never ever switch from Gentoo again... in other words I will never install a binary in my system (only those not open-source like Adobe-Reader I have as binary)....
all from source is what I want, very fast and optimized for my own computer...
By the way, if you want to install gentoo, you can keep your current distribution, make another partition (or just a directory in your current partition) and start to install this distro from your current distribution. For me, this is a incredible possibility....