I agree. What's more, it's very simple.
At the very least, copy your vital data to a memory stick or CD once per week, and take it home with you. Keep two or three generations of the data at home, and then re-use the memory on a cyclical basis.
You can also upload the data to a service like Dropbox.
In both case, make sure the data is encrypted before it leaves your premises, just in case it gets lost or stolen en route.