Backing up should be a frequent event. There are many plugins that will automatically backup both your database and all the other files.
But to answer your question...YES always backup before doing an upgrade, be it the theme, a plugin or even wordpress itself.
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and it's good to have a play site (a copy of your site with a differend url) to test the upgrade on before doing it to your production site.
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Juggledad | Forum Moderator/Support
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