If you use the differential method in your SQL backup program, you are only getting copies of the database pages that have been changed since the last full database backup.
Many suggest making continuous differential backups, at least successively through the week.
The reason is if data needs to be recovered, you can go to the more recent copy.
The nice thing about these backups is they work in full cooperation with the full recovery method, which means a full backup needs to be done first.
Then you can put in place a number of differential backups, going according to the designed time schedule, while also still making transaction log backups.
The program should have these done automatically so you don't have to worry about pushing start and finish.
The problem some have is saving a number of files or a huge group of databases.
You probably don't want to rely on small backups to make sure the data is safe.
This is where you use the file group or database file backup in your SQL backup program.
The nice thing is you can select a certain file to be backed up, rather than having to backup or restore the entire thing.
It is also much easier to save huge files when working in this manner.
The problem is you need a quality recovery plan in place for this to work successfully.
You also must use any transaction log backups to make sure this backup method is accurate.
There are other forms of SQL backup available, but the one you use will depend on what you are wanting to save.
You should consider the importance of the database and whether or not the information can be lost.
Most would say it is all important, but then you should choose accordingly.