Really good information can be found at these links. When you clean up your registry with CCleaner it will give you the option to back it up before hand. Completely optional, but if your worried about deleting something important this can be handy tool.
When doing a regular clean up through the "cleaner" section I would mention that there is a chance that some saved passwords for sites you use can be deleted. So make sure you have/know all your passwords in case one gets deleted. I personally don't mind this myself because it helps me remember my passwords by having to input them every so often. =)