This is also pretty cool (and free) - http://www.idera.com/Products/SQLsafefree/
Compressed backups via command line interface or extended stored procedure. No gui (script interface only) but there's no restriction on the size of the database you want to backup.
Save space – compress backup files
up to 95%
Save time – at least 50% faster than
native backups
No restrictions on the size or number
of databases
Easy-to-use scriptable interface
Both of these tools are for MS Sql Server.<