I find that DNN 4.X does indeed "crash" often.  I have reinstalled this application more than any other "content" manager I have used. (the others have been php).   I do really like the concept of the host portal application and that it works with Windows ( our OS of choice).    I do keep a back up of my database, also of web config.  In my case I have to keep a backup of the links module as well since word wrapping is off by default, which makes skining a container usless since the module will "bust" out because of the no word wrap.  The other thing I suggest is keeping a mirror of you host application on your local machine, that way you can just FTP up your site. (just in case the problem isnt database related)