I have several MIDI file backups ranging from CD's and Zips locked in a firesafe to the copies on my desktops and laptops. But I also have contigencies for hardware synth failure too. I use a Yamaha 9000 Pro on stage which has it's own hard drive of my midi files that come straight off of my desktop. But I also have a laptop loaded with Yamaha's S-YXG50 virtual synth program that I use as backing when I play acoustic piano and as a contingency in case the 9000 Pro should ever suffer a failure and need repair (I can use the laptop and one of my Kurzweil keyboards that I normally leave in my studio). The desktop with the midi files also has the virtual synth program and acts as a backup to the laptop, so I have two file/player backup options to my 9000 Pro. One idea that I intend to follow through with is that I also have a Nomad Jukebox MP3 player which I use for break music - it wouldn't be that hard for me to make MP3 versions of all of my backing from the 9000 Pro so I'd have yet another portable backup player option... especially handy since the MP3 player goes with me everywhere anyway unlike the laptop.

That may be a little extreme for most players but there are many easier ways to have both file and player contingencies. Smal MP3 players with your backing tracks would be an easy and fairly inexpensive option. For a long time I kept a Roland SD-35 midi file player handy; which is essentially a Sound Canvas with a disk drive. Not very powerful but it'll sure get you through a solo gig (in fact I've got several soloists started with these). These can be found for cheap on eBay - here's one available today:
http://cgi.ebay.com/ws/eBayISAPI.dll?ViewItem&item=2528826090&category=3278