Kimberly Tripp suggests in this blog that by default all files zero out a file allocation request's allocated space for all files, it's not a SQL Server thing per-se; http://www.sqlskills.com/blogs/kimberly/instant-initialization-what-why-and-how/

Obviously, if you're backing up 'locally' you should have it set already (probably). However, if you're backing up to a dedicated backup location ...

It's just something that struck me this morning while I was checking the backup jobs.

Soppose I'll just stop being a lazy bugger and do that testing thing, see how it goes.