I usually keep my hdd partitioned to C, D and E. C for OS, D for games, E for other stuff.
This because if my Windows installation gets totally messed it's sometimes easier to just wipe C drive totally clean and start again.
If you were unable to retrieve data from C (Windows not starting properly, data corrupted etc.) have what were in D (game saves, scenarios etc.) and E (music, your wives family picture collection PRIORITY!!!
etc.) are still there.