Well, a true RAID 1 solution is where changes are made at the same instant on both disks, thus ensuring information is constantly up to date on both - hence the need for the fast connection to both drives. A hardware based system using a proper dedicated RAID controller is generally the best option since it won't affect the performance on the system, however, software versions are available and Windows does have the ability built in, but as I say, you would need two internal hard disks to set this up and, from what I've read only you understand, it doesn't seem to be the simplest thing in the world any more, whereas in Windows XP, it wasn't too difficult (I haven't used Vista so can't confirm this though). Really, RAID 1 is designed to ensure your system doesn't fail because of a disk failure, which is why it's used heavily in the business world on servers where downtime costs lots of money. At home, this isn't really so much of an issue. Being unable to access your home machine for a few days until you can restore the backup on to a new disk is a pain, but is not generally going to cost you anything.
For backup solutions, I agree Acronis is a good one, as it effectively takes an image of your machine, so restoring to a new hard disk in case of failure makes it very easy to get back up and running just as you were very quickly. However, if we're talking about backing up lossless music and video files, a simple copy and paste from the NAS to the USB drive will do the job.