I’m declaring the 13th of each month as the unofficial blog backup day. Meaning that you should login to your blog software and download a backup of all posts. Also, if you have access to the template files, back those up too.
Avoiding issues are much easier than trying to fix them once they happen. I’ve never seen a blog just delete itself, but I have heard of people’s hosting accounts suddenly having a hardware failure and are non-recoverable. If you don’t have a backup of your files, who does?
Yes, a good host will make backups, but that’s placing your trust fully in a third party. What if their backups are in the same office as your website and they have a fire? All is lost. If you do have a good host, then a secondary set of backups never hurt and you’ll have them at your fingertips at all times.