Backing up Android without needing Internet? All the Android Backup apps I have checked out (MyBackup, Lookout) require an internet connection.

I don't want my data to ever be stored in the cloud. These apps may have legitimate reasons to require Internet, but I don't trust that my data is not being sent to the cloud.

Is there any backup app that can store my data on the SD card without requiring Internet access?

Update:
My phone is not rooted. Hence Titanium Backup is not useful.
Titanium Backup does not require internet access, you can firewall it off if you like or just turn off your connection while you use it.  The internet permission is used for downloading Busybox if you don't have an appropriate version, but again there is no reason or need to trust it to do what it says, you don't have to let it access the internet.  It does not back up to the cloud and saves the backups on the SD card.

Also, keep in mind that full backup apps require root.  A root application does not need to request permissions in order to use those functions; the root user can do anything, that's the point.  You should take the fact that they do request the permissions as a good sign.  They're letting you know exactly what the app does.

Edit: Without root, you can use LifeSaver 2 for SMS.  There are some options here for backing up contacts.