For those of you who are installing WordPress 2.1 from scratch, the WordPress Database Backup plugin (originally maintained by Skippy) is no longer bundled with the release. Il Filosofo is now maintaining the plugin, and you can download the plugin, directly from his site.
The best part about this new plugin? It now takes advantage of WordPress 2.1’s new cron-like functionality. Cron!!! You can now use the plugin to make scheduled backups. Woo hoo!