I know that the following have been mentioned on the forum. Albeit, they have all been scattered across the forum.

In any case, I thought I would try to put all the Application files that you can manually backup into 1 thread. Please feel free to add to the list!
SMS
/var/root/Library/SMS/sms.db
Calendar
/var/root/Library/Calendar/Calendar.sqlitedb
Notes
/var/root/Library/Notes/notes.db
Call History
/var/root/Library/CallHistory/call_history.db
Address Book
/var/root/Library/AddressBook/AddressBook.sqlitedb AND
/var/root/Library/AddressBook/AddressBookImages.sqlitedb
Voicemail (If you are an ATT customer and have visual Voicemail)
/var/root/Library/Voicemail/voicemail.db
*NOTE* - Individual voicemails are stored as 1.amr, 2.amr, etc. If you’ve recorded a custom greeting, it’s stored as Greeting.amr.
Photos
/var/root/Media/DCIM/100Apple
(Photos synced from iPhoto)-> /private/var/root/Media/Photos.
Safari- bookmarks and history files in /var/root/Library/Bookmarks.plist and History.plist
Cookies are stored in /var/root/Library/Cookies/Cookies.plist