I'll admit to having one of the original (and second version) of the Sidekick (They were called the Hiptop everywhere else except the USA) and the idea of storing everything on the cloud seemed great at the time - through several device upgrades, warranty replacements, and other hardware changes everything just automagically restored to the new phone within 10-15 minutes of switching the SIM.
One should add that the devices themselves are designed to "Play dead" when the battery gets low and shut down while still maintaining enough power to ensure the volatile ram holding the devices local cache of data remains intact. It's only if the battery is fully exhausted to the point of not being able to accomplish this, or a critical error/OS crash (The dreaded "red X of death") is encountered is the volatile ram actually in danger of being erased.
Therefore all the warnings about not letting the phones go "dead" or turning them off are a bit misleading since, excluding one of the two above situations everything is actually safe, but it's not without warrant since I'm sure MS/Danger are going to try to "backwards restore" whatever is salvageable.
Furthermore, since the OS is locked down extremely tight there's no (to my understanding, admittedly a few years old now) method of locally backing up a Sidekicks data. Contacts stored on the device can be backed up to the SIM card one at a time (with only the basic name/phone data, all other extraneous data such as profile pics, etc will not be included) but it was tedious to accomplish (one contact at a time) and the average Sidekick user (read as teen/clueless) probably has no idea how to do it anyways.