non-market apps, you can use Android Mate to individually save each app to SD as an installable apk That'sThat's got it all covered pretty good, but a couple of things should be pointed out
One feature of ROM Manager--"Backup Current ROM"--is useful in that it integrates all of your apps (including paid ones), all of your data (such as contacts, text messages, saved photos, browser bookmarks), and your system state (your desktop arrangement, your default applicationspreferences, your app defaults) and rolls them up with your ROM into a complete system image--your "Current ROM". That's great if something goes screwy with a new ROM, but it's not the way to restore apps and preferences after upgrading your firmware--unless you want to go back to your old firmware too. Titanium Backup will backup or restore your entire app set in a single batch process; or, you can wait for Android Market to restore your apps; as for non-market apps, you can use Android Mate to individually save each app to SD as an installable apk
The first thing a long-time Android user does when faced with an FC is open up ROM Manager and run Fix Permissions. I cannot overstate how valuable that function is.