You should download from them your "private keys" if you want a backup (just make sure you don't have a virus, etc, so they arent stolen)
You could then import that to Bitcoin (the client .exe program) or any other site.
The private key is what really matters, it's what lets you spend money from an address. I assume blockchain.info must have it, otherwise they couldn't do anything with your coins. But I think they don't store it all - only part, that when combined with your Blockchain.info password, gives them the entire private key. That's my guess
FYI A wallet is made from several addresses , each has its own private key
example, my address
13oNwed89qeuUWxredNj465D4sEdMuJ9NQ
has a private key that , if I import it into bitcoin.exe running on a nother computer, lets me spend from it
I am not talking about the website blockchain.info (it's confusing they use the same term).
It's in the blockchain that bitcoin uses, part of public record
Only you have the "private key" to do anything
I'm honetly not sure how blockchain.info doesn't ahve your private key. They need it to do anything. I think they store, on there servers, some peice of data, that when combined with your password, turns into the private key
I can just copy or cut and paste the wallet.dat to a USB or e-mail that file to myself and consider it backed up?
For example if my computer is destroyed, I can retrieve my e-mail with the wallet.dat attached and replace it in another computer and retrieve my coins?
Yes but that's very unsafe, encrypt it first (if its not already)