SQL Server 2005 and newer allows you to create backup files in 2 or more locations using the MIRROR TO option.  The disadvantage of this is that the backup process will only complete once all the backup files have been completely written to, and the backup duration will be longer compared to just backing up to a single file.  This increases the window of failure.  Should a hardware failure occur during the backup process, all the backup files will be unusable.

SQL Backup provides the option to copy a backup file to one or more other directories once a backup has completed.  Only a single backup set is created, and that is the file that gets copied.  The backup duration is shorter, hence decreasing the probability that the backup process will fail.

You perform the copying using the COPYTO option.  For e.g. the following command copies the backup file to the '\\backupnode\sqlbackups\' remote share once the AdventureWorks database has been backed up.

You can use multiple COPYTO options too e.g.

That has to be the easiest way ever to copy a backup file to other directories!