Your protected addresses are part of your wallet file. Just make a wallet backup from time to time and you will be ok.
In case you password protect your wallet, be sure to remember or backup your password as well.
To check addresses in your wallet you can use: ./src/zcash-cli z_listaddresses
or use: ./src/zcash-cli listtransactions to check the transactions.
You should take whatever precautions you take with any of your other spending keys. There have been a number of specific additions to zcashd over the codebase it was forked from to provide the functionality for protected coins and addresses so, yes, there are significant differences in using z_ and t_addresses.
Also note that storing keys for z-addresses is not currently supported for an encrypted wallet, so use unencrypted wallets for testing for the time being. This will be fixed in beta 2.