My main photo files are on my hard drive to which, over time, I add new ones. So what I am looking for is a method that will just add the new ones to the memory stick without me having to add them individually.
I make backups using the following command which can be used in a command window (MS-DOS prompt) on by creating a batch file:
XCOPY C:\PHOTOS\*.* F:\PHOTOS\*.* /D /S /F /H /Y
In this example I am copying all files in the directory named photos on my C drive to a directory named Photos on device F. The /D flag ensures that you only copy new files.
You can read more about the XCOPY command here: click here
If you do not like this method, you can do as tullie says. In Explorer you can order your files by date by clicking on the Modified column. With the files ordered you can just select the new files and copy directly.
Whatever backups you use then double them. Backup to flash drives and dvd/cd. Make a new folder and rename when you have new photos or docs. Commonsense really but be aware that any backup media can fail, even the mighty Acronis from what I've read.