A critical part of any storage solution is having reliable backups. Dropbox keeps backups of all the files you store on your Dropbox account, but having a local backup can often make it easier to recover your files. You'll also want to back up your files if you're considering switching to another provider, like Google Drive or one of the many other cloud-storage services.
To back up everything from your Dropbox account, log in to your account via the Dropbox Web site, then hit Ctrl+A to highlight all your files and folders. Click the Download button that appears at the top, then select the location you want to download the Dropbox.zip file to.
That's it. Now you've got all your Dropbox files in a single zipped file for easy recovery or migration to another cloud storage solution.