[HD2 Android Q&A, Help & Troubleshooting and Genera] Fmstrat:
This method requires ROOT, but will allow you to backup all settings quickly and easily for a full restore to a different build. This is handy when running Android on a Windows Mobile device such as the HD2, since it allows us to easily switch to one of the many builds that come out weekly. However, this method can be applied to any Android device.

Ops, if you’d rather move this thread to a general Android discussion, no problem. I just thought it was pertinent here given all the ROM changing people are doing.

It can back up everything, from home screen widget positions to SMS messages. If you’re using keyboards like SwiftKey, it will even save your learned DB.

Backup:

Acquire Titanium Backup” from the Market

The first time you run the program, hit the “Problems?” button. This will download the latest version of Busybox, a set of command line utilities used to backup data.

Tap “Backup/Restore”

Press the “Menu” button (hard button)

Choose “Batch”

Press “Run” next to “Backup all user apps + system data”

Leave everything selected on this screen. We will selectively choose what to restore in our new build. Having everything backed up means you won’t miss anything.

Ensure “Kill active apps” is selected

Press “Run the batch operation”

While this is running, tap the screen every now and again to ensure your phone doesn’t time out. (just to be safe for any auto-killers that may be running)

Reboot your phone

Restore (after switching builds):

Note: For those running on a WM device, you can download the APK for Titanium Backup here and place it in your AndroidApps folder for it to be accessible on your first boot.

Skip as much of your new Android Setup screens as possible. No need to waste time here when it will be restored with Titanium.

Go into settings and set up your Google Account.

After adding the account, set it to NOT sync.

Do this BEFORE entering the Market, or the syncing will happen automatically. The reason for doing this is that you’re going to overwrite it all with Titanium data anyway, so why waste the resources and time.

Go into “Settings -=> Applications” and check “Unknown Sources”

Re-acquire Titanium Backup (unless you had the APK in your AndroidApps folder) and hit the “Problems?” button to install in your new build.

Tap “Backup/Restore”

Press the “Menu” button (hard button)

Choose “Batch”

Press “Run” next to “Restore missing apps + all system data”

If you are restoring the exact same Build:

Click “Select All”

Choose “App+Data”

If you are restoring a different Build or upgrading to a new version of a Build:

Click “Deselect All”

Choose “App+Data”

Select all Green items (These are your settings)

Select all Crossed out items (These are the apps not included in your build)

Select any other items you know are the same within your build, and that you want to restore settings for

Press “Run the batch operation”

For every application that the install prompt comes up for, hit “Install” and then “Done.”

Reboot your phone

On next boot, if you get “Problem Loading Gadget” on some widgets, you will have to remove them from the home screen and re-add them manually. This has only occurred a couple of times for me, usually things go smooth.