Personally my own machines are pretty well protected - I also have a reliable backup so my own data is fairly safe (I think).

Where I do have a problem is with other systems - I have a policy to completely wipe and reconstruct my tool kit pen-drive on a regular basis and to use a DVD based Toolkit where I am unsure of the status of the client system.

With today's malware it is likely that any actual data loss will be from an error in the malware.

The aim of malware is now to gain access to to banking details and the like or to control the system for botnet purposes.

If the malware is written well the system user should never know that they are infected - this is the scary part