or just do:

set backupdir=./.backup,.,/tmp

set directory=.,./.backup,/tmp

This way, if you want your backups to be neatly grouped, just create a directory called '.backup' in your working directory. Vim will stash backups there. The 'directory' option controls where swap files go. If your working directory is not writable, Vim will put the swap file in one of the specified places.

(http://vim.wikia.com/wiki/Remove_swap_and_backup_files_from_...)