Which built in backup software are we talking about? The legacy backup, a modified NTBackup doesn't really do a very good job. WBAdmin is fantastic, but you're stuck with whole drive backups without file-level restore.
At work, we use WBAdmin to create server "images" on a monthly basis. Well worth doing, if you've never tried. It gives you a bare metal restore image. On most of our servers it takes about 25 minutes to create the image, while the server is still live. Then a complete restore takes about the same - to brand new disks, even.
Then we use Symantec Backup Exec for system state, file and DB backup. Backup Exec is just as horrendous as any other software in this sector, but a whole lot more capable than NTBackup.