Although rooting your HTC EVO is the best way to get everything backed up, you don't always need such a complete backup, especially if you never plan to root. Your contacts, calendar, email, purchased Market apps, etc. are already being backed up to the cloud if you're using your Google account, and there are ways to backup other apps, so maybe the only other thing you want/need is a way to backup your browser bookmarks.
Having to "redo" bookmarks can be a major pain, particularly if you tend to bookmark sites and pages often to check out later, so being able to restore them from a backup is a great time saver. There's a fantastic add-on called Bookmarks to SD that you can get in the Market, but it's only useful if you're using Dolphin Browser HD.
Here's what to do if you're using the stock browser.
1. Install BookmarkSB by happydroid. The "SB" stands for "sort" and "backup," which make its functions pretty self-explanatory.
2. Launch the app to view a list of all of your bookmarks.
3. To backup all the bookmarks to your SD card, press Menu -> Backup. You can change the path in Menu -> Settings. To restore them, press Menu -> Restore.
4. To put your bookmarks in alphabetical order, press Menu -> Alphabetical sort. To arrange them manually, tap one and use the large up/down arrows at the bottom of the screen to move it wherever you want.
4. Long-press a bookmark to bring up options to test, edit, and delete it.