I agree wholeheartedly...
Both Plesk PSA and Sun Cobalt RaQs have what they call "migration utilities"; they work great for moving to an upgraded server (most of us have learned the hard way to never do release version upgrades in place on a working server), but also as a complete backup in case your server goes down.
The Sun Cobalt RaQ migration utility stores every domain in it's own tarball, so you can restore one domain, and even only one file if necessary, although you'd have to do the latter manually.
With Plesk you can only restore an entire server (but you can restore it to any box you have around, and get what you need from that).
Neither save the entire server; both save only the sitespace/userspace, but imho that's a GOOD THING as it means 99 times out of a hundred you can use the latest backup without having to worry about reinfecting a newly built system.
Jeff