You can back up a VPS the same way you would any other server.
On the basic I would recommend copying your important files to another server, or an external HDD. This can be done with SCP, NFS, Rsync, or any number of other tools. If the files on your VPS are changing it might be a good idea to set up the backup in a cron job.
A sample command might be:
scp -a all/my/files/ email@example.com:~/backups/
If you want a more robust solution you should look into some enterprise backup solutions such as Crashplan or any one of it's competitors.