You can back up to...
  1. iCloud but you will probably have to purchase additional disk space
  2. iTunes on your computer either...
    1. Via WiFi
    2. or USB
In my case the backup to iTunes is then backed up in Time Machine. You can set the backup to run manually on command or automatically when connected. So backup can be pretty much transparent. The i Devices tale a lot less hand holding then even Mountain Lion.

If we knew what it was we were doing, it wouldn't be called research, would it?

— Albert Einstein