Homebrew works for a lot of stuff, but not little details. For example:

All my Firefox plugins and their config (I guess this is technically data)

All the settings I've changed though the control panel (I can't figure out every file that changes when I make a change).

Any time I've changed a setting with nvram or defaults

Most of the settings of the default apple apps.

My wireless configs

For most of these, there is probably a shell script one could write that can backup and restore them, but I've never found a holistic solution.