I can't believe no one's mentioned it yet in all these comments. I've been using it for 7 years and I've never lost data. The worst bug I've hit was the search feature has sometimes not reported every match across all notebooks correctly, but I haven't hit that since upgrading to the 2013 version. Everything's cloud persisted and cached locally, so if you're using it across multiple devices (I use it across phone, tablet, and 3 PCs) you should have plenty of redundancy. OneNote notebooks are single files, so you could map them to dropbox, but I've been happy enough keeping mine in OneDrive.
I use OneDrive because of its superior features over Evernote - fantastic outlining support (shared engine MSWord has been using for years), hierarchical organization (notebooks > tabs > pages > freeform sections), being able to embed arbitrary files, fast global search. Haven't used Evernote in a while though so maybe it's improved on these fronts.