Memory and header for the file

Hi Everyone, I want to save data in some permanant memory so that even if there is power loss i should be able to retrieve the data. What are the options i can use. Also i want to run the same programe again for collecting the data so how can i differentiate between the data collected in different runs. Is the re any way like giving header for the file?

Thank You.

This is the way to go:
http://arduino.cc/en/Reference/EEPROM