Assume that I set up an automatic nightly build. What artifacts of the build should I save?
For example:
Also, how long should I save them, and where?
Do your answers change if I do Continuous Integration?
You shouldn't save anything for the sake of saving it. you should save it because you need it (i.e., QA uses nightly builds to test). At which point, "how long to save it" becomes however long QA wants them.
i wouldn't "save" source code so much as tag/label it. I don't know what source control you're using, but tagging is trivial (performance & disk space) for any quality source control system. Once your build is tagged, unless you need binaries, there really isn't any benefit to just having them around because you can simply re-compile when necessary from source.
Most CI tools let you tag on each successful build. This can become problematic for some systems as you can easily have 100+ tags a day. For such cases I recommend still running a nightly build and only tagging that.
Here are some artifacts/information that I'm used to keep at each build:
Ask yourself this question: "if something destroys entirely my build/development environment what information would I need to create a new one so I can redo my build #6547 and end up with the exact same result I got the first time?"
Your answer is what you should keep at each build and it will be a subset or superset of the things I already mentioned.
You can store everything in your SCM (I'd recommend a separate repository), but in this case your question on how long you should keep the items looses sense. Or you should store it to zipped folders or burn a cd/dvd with the build result and artifacts. Whatever you choose, have a backup copy.
You should store them as long as you might need them. How long, will depend on your development team pace and your release cycle.
And no, I don't think it changes if you do continous integration.
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