In the summary screen in iTunes under your iOS device, is "backup to iCloud" selected? If so, it should be backing up whenever your device syncs.
Actually, that's not entirely true. Wireless syncing and backing up works the same way as wired syncing and backing up. The only time a backup is performed is as Step 1 of the initial sync. As long as your iOS device is connected to iTunes, whether it be wired or wireless, no additional backups are performed. Of course, if you disconnect your iOS device and reconnect, another backup will be performed. Give this a try - connect your iOS device to iTunes and watch all the steps it performs in the initial sync. Wait until after the sync is completed, then initiate a second sync. You will not see iTunes perform a second backup. I'm not sure why that is, but the behavior is the same whether or not your iOS device is tethered.
Manual backups only take a couple of minutes anyway, so it shouldn't be a problem.
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You know what really bugs me about icloud?? It's the fact that you can't use it with snow leopard. I don't have an aversion updating to lion, but that means I have to update parallels and possibly going through authorizing my copy of windows xp pro yet again. That's a lot of trouble just to get my bookmarks and mail to sync up. I know how apple works as far as dropping last year's technology in order to make the newest version more enticing, but seriously, they couldn't have made icloud compatible with snow leopard too??
You should not have to re-authorize your copy of Windows, as long as you save your VM. What version of Parallels do you have? I use VMware Fusion and version 3 ran fine for me on Lion. I keep my VMs on an external drive and simply pointed VMware to the VMs, once I installed Lion (I performed a clean install, as I didn't want any leftover cruft). Parallels, like VMware should offer you an easy to either move or copy your VM to a different location if you want.
VMware had a discount for new customers coming from Parallels, but I don't know if the discount program is still ongoing.
As for your last question, I think it's like what we called RHIP, in the military - Rank Hath Its Privileges. I think Apple is simply saying that if you want iCloud, you'll upgrade to Lion.