I run an automated backup of the drive where I keep my LR catalog. I'm doing that through an old HP home server, but something else would work too. Then about every other month, I copy the backup, and put that drive in a safety deposit box. So if the worst possible thing happened, like my house burned down, the most I'd ever lose is whatever shooting and processing I've done since the last safety deposit box run.
And to cover that possibility, I could just make a copy of all shots taken since that last run and carry that with me when I leave the house. But I'm not quite that anal, yet.