If you have a laptop that you travel with, consider getting a dock for your office desk. If your laptop isn't dockable (because it's a "home" laptop computer), then, get a universal dock. A universal dock is a dock with a USB connector, and an internal USB hub. (You might call it a glorified USB hub.)

To the hub, attach a USB hard drive or USB flash drive. The USB flash is better, because it uses less power.

Get some "sync" software that synchronizes folders. Some will initiate a sync when the drive is connected. Windows users may use a tool like Allway Sync or FolderClone. Set it up to backup the My Documents folder and perhaps the Desktop as well.

Every time you dock and log in, the software should sync and backup your important documents to the USB flash drive.

See the article backup external hard disk or usb flash drive for more ideas.