When I tried backing up my Xperia S, the default Backup & Restore would backup only system apps.
It says "Could not back up" for "Media files" and for "Downloaded apps with data".
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You do not need to back up media files or app data. They are in device's internal storage. If you are performing a factory reset these datas wont be erased unless you select
Erase Internal Storage when performing a factory reset.
If you still need to backup the media files or app data, connect your Xperia S to a PC and backup the files in the PC.