Where are the Sticky Notes in Windows 7 saved? You might wonder as to be able to make back up of it.

You need to be able to view hidden files and folders, then navigate to
%AppData%MicrosoftSticky Notes

The file StickyNotes.snt holds all sticky notes.

If you press F1 within a Sticky Note you will find the Help that tells Ctrl+Shift+L is used to create a Bulleted list. (Press this keyboard shortcut again to switch to a numbered list.) Some formatting tips: CTRL+B for Bold, Ctrl+I for Italic text, Ctrl+U for Underlined text, Ctrl+T for Strikethrough.

If you write a web address it can be CTRL+clicked on too.

You can even copy from applications like Word and Excel and fonts and tables for example will be retained in the note. I looked inside the SNT file and it looks like the information is saved internally in Rich Text Format (RTF).