rman is the way to go for backup and recovery for protection against physical corruption. For documentation check Oracle® Database 2 Day DBA
11g Release 2 (11.2)
In the current release of SQLDeveloper backup and recovery is integrated in the GUI. For download of SQLDeveloper see Oracle SQL Developer It is a free product, with active development.
In SQLdeveloper in the View menu select DBA to get access to the dba tools like RMAN and DATAPUMP. Very nice tool. Don't forget that the backup files are written by the Oracle database server processes. This means that the backups are written on the database server, not on your client. Also, currently it just generates a backup script. You should run the generated script using RMAN.
An other way to run and configure the backup is by using dbconsole or grid control.
Using datapump is an other way to protect against data loss. Using this enables you to read back the data as it was during the export. Might be usefull for test sets that have to be refreshed with a specific version of the data. Not really usefull if you want to recover production transactions to the last moment before disaster stroke.