On the one hand, it does seem like Facebook made a good faith effort at security. It makes sense that it should be tough to download all your data from the site that hosts more user-uploaded personal information than perhaps any other. On the other hand, the verification process is very odd, and it wouldn't be hard for someone who's not you to pass it if they did a little poking around online. Before you try to back up your Facebook photos, message history, and information, make sure you know what you're getting into, and set aside enough time to do it. November 5 is sooner than you think.
Go to Account (upper right).
Select Account Settings.
Find and click the little link at the bottom that reads "Download a copy of your Facebook data" (why doesn't it appear in bold like the other important items on the page?).
Click Start My Archive.
2. Wait (and Wait) for an Email
Wait for an email letting you know the archive has been created. For me, this step took about an hour (although the Facebook account I used to test didn't have very much in it, so it could take longer for others).
Next, you have to verify your identity through a multi-step process. Part 1 makes sense to me, but the second part is awfully strange.
3. Verify, Part 1
Click the link in the email that you received. It will take you to a Facebook page, where you have to re-enter your password. Then the process really gets going...
4. Verify, Part 2
Before you can download your file, Facebook requires that you verify you are who you say you are by identifying five of your friends tagged in photos, which is a lot harder than it sounds if you have friends who tag pictures of dogs, babies, cartoons, as themselves... or if they're wearing a snorkel mask.
5. What Happens if You Fail?
I failed! The fail screen basically says, "Sorry, no dice. Try again some other time or contact support." I went back to my email, clicked the link again, and was able to take another stab at identifying people immediately.
Making Sense of the Files
The HTML files only contain your information—not the whole Facebook look and feel—so if you're unfamiliar with HTML, be prepared for them to look kind of flat and uninteresting. The CSS file applies some styling to the page, like fonts, but not much, as you can see from the image. But at least all the information you've posted or received is at hand.