To effectively back up an SQL database, start by selecting the appropriate type of backup—full, differential, or transaction log—based on your data recovery needs. Utilize the built-in tools of your database management system or opt for third-party software to perform the backup tasks. Ensure data protection by setting up automated backups that run at regular intervals. It’s also crucial to regularly test the restore process to verify the integrity of your backups. Finally, for added security against data loss, store your backups in a secure, offsite location.