Afio makes cpio-format archives. It deals somewhat gracefully with input data corruption, supports multi-volume archives during interactive operation, and can make compressed archives that are much safer than compressed tar or cpio archives. Afio is best used as an `archive engine' in a backup script.
bzip2 is a portable, lossless data compressor based on the Burrows-Wheeler transform. It achieves good compression and runs on practically every (32/64-bit) platform in the known universe. The compression engine is also available as a library (libbz2), should you desire a programmatic interface.