I don't think it matters much how you do it, and within reason to what. (Some media are more convenient than others, particularly if you can get it all on one disk.) Recall you probably don't strictly need to back up you system, although you might opt to. That should be reinstallable in the event of a disaster. But your data is what's most important. I'd avoid pen drives simply because I've had too much experience of them failing. Ok if you have the data elsewhere also.