...it's not very hard to find where your save files are in a game directory (this is still a really easy task and doesn't require any extra resources that you may or may not need to program and learn how to use...go the method you already know and keep it simple). Then again, vista/7 users can expect to find everything inside of the my saved games folder in their user folder.
These are about the furthest things from the truth. The vast majority of computer users aren't even able to figure out where My Documents is on their hard drive, much less able to deduce where a game is saved. It's easy for guys like you and me, but we are hardly the norm. This point has been driven even more by the response to MASGAU. I've gotten enough e-mails asking me how to figure out where saved games are that I'm planning on writing a program to watch the files written by a game so that I can get save information out of even the most basic users.
As for the Saved Games folder, to date I have encountered 4 games that use it. The vast majority of games still put their games wherever they please.
The "hand holding" argument is a perfectly viable one, and that's exactly what I've been shooting for. Backing up saves isn't a complicated task, one which definitely has a lower priority than just about every task. Unfortunately in my experience it's a task that needs to be done (so many lost saves...). So, I wrote a program to handle the task for me (I actually was originally using Cobian Backup for the task, but got frustrated with it during OS transitions). The process of writing the program served the dual purpose of producing the program and of giving me something to learn C# with, making it more than a worthwhile endeavor.
The registry backup thing has been bought up before, but I had decided that it will not be added. Restoring registry entries from a past system might seem harmless, but it can have devastating results when something goes wrong. It's unlikely entries for a video game would be that risky, but the decision was cinched by the fact that the general level of computer skill out there would not be able to supply information on the entries in sufficient quantity to make the effort viable.