In addition to this method, there are some third-party softwares enable user to do that, and it's more convenient. I ofter use MobiKin Backup Manager for Android, it's a cheap software, but it has perfect functions. It can organize my files in an orderly manner and it allow me to restore this files when I need. Easy to use and convenient.

NOTE: For instructions on how to back up app data, contacts, and media files, visit this thread.

Restore App Data:

1. Connect the phone to an active Wi-Fi network
2. Open “Settings”
3. Go to “Backup and reset” > “Restore from HTC Backup”
4. Follow the prompts to complete the process

Restore Contacts from an Account:

1. Open “Settings”
2. Go to “Personal”
3. Tap “Accounts & Sync”
4. Sign in with your HTC or Google backup account
5. Check the “Contacts” tick box if necessary
6. Tap “Menu” > “Sync Now”

Restore Media Files from a PC:

1. Connect the HTC device to the PC via USB
2. On the phone, enable “Media device” / “File Transfer” at the prompt or form the Notification shade
3. Launch the File Explorer on the computer
4. Navigate to the media backup files on the computer
5. Copy and paste the files to the phone storage, preferably in the folders from where they originate
6. Once the transfer completes, you can safely disconnect the phone from the USB port