A stone.
This is a pretty robust medium and can last many thousands of years.
Unfortunately the capacity is rather limited, even if it was enough for the 10 commandments 
I've always found an elephant works just fine for me. a bugger getting it back under the bed though!
Seriously, I use external hard drives, more cost effective per gigabyte than DVDs and a hell of a lot less hassle. What is it now - about £30 for a 500GB HDD? In saying that though I do still use QIC80 and DAT24 tapes in the retro PCs just for that retro feeling.