Yeah, Apple wants you to do everything over the Internet, which is kind of rough if you don't have a speedy connection or when disaster strikes and of course that's when your Internet fails. Once I tried an Internet restore and took over 2 hours! on my 2.5 mb DSL.
USB dongle is good for once-off, but I keep an old USB external drive to keep several versions of my backups.
From Wintel, I used Ghost. Great that I can restore my machine in 15 minutes, settings and everything. Now OSX I use Carbon Copy Cloner for the same purpose.