On workstations, we do Desktop, Documents, Downloads, and Pictures. We have learned that many users receive important business-related PDF attachments that wind up in Downloads. Video files are ignored and this is explained to the customer. If they need them it is an add-on.
We don’t do AppData because none of our customers are on local Outlook PST files. This does miss backing up browser bookmarks, but that hasn’t been an issue for us.
We typically rely on Folder redirection or Onedrive KFM to cover user devices, but the logic is still the same. We tell clients Desktop and Documents are backed up (onedrive KFM also does Pictures), and if it is important it needs to be saved to Desktop or Documents. Honestly, we’ve probably gotten more complaints from people who the deleted items folder in outlook or their Recycle bin as an archive than from people who expected or needed Downloads to be backed up.