Jobs and DTS packages are stored in MSDB: you are backing up your system databases, aren't you? 😀 Under 2000, you can also script out your jobs, very handy for copying standardized maintenance (DBCCs, system DB backups) between servers. You can script them out in 2005, but in 2000, you can do them all at once. Or at least if you can do them all at once in 2005, I haven't found it yet.

As a part of my EOM/first of the month processing, I script out all databases, and then in separate runs, I script out the logins and jobs. If an object accidentally gets deleted, it gives me a fallback. If we had a CVS system, I'd be checking it in there so I could run deltas between months and see if anyone is mucking with my systems that I don't know about.