To answer deenybird's question, 3rd party apps installed by Cydia are stored in /private/var/stash/applications/ but you need to backup more than just the apps to make everything work right.
To backup everything do one of these:
Option #1
SFTP into your iPhone and backup all apps you've installed via Cydia that are in the directory above.
Also backup the folder called "apt" in /private/etc/
Restore Pwned firmware or new firmware them QuickPwn it, and SFTP in and copy back your apps and the "apt" folder to their correct directories and let Cydia update everything.
Option #2
You can install "AptBackup" (use Cydia and search for it) and it will backup a list of al the apps you've installed via Cydia. That list then gets backed up when you do a normal backup to iTunes. Then after you have to restore your iPhone, use AptBackup to restore the list and Cydia will install them all back at the same time.
I am doing this right now to install 2.1 on my iPhone 3G!