The only supported backup for AD is system state (or third party equivalent). You can't just slap a new copy of ntds.dit into the old location and reboot. Well, you can, but that's not a supported restore method. ;)
For Exchange, your backup software needs to be Exchange-aware in order to be supported. Also, Exchange 2007 and higher stores a lot of information in Active Directory (see above).
HyperV wants a VSS level backup.
As for file servers, terminal servers, and MSSQL, SQL Server has its own internal backup that you should be running (and backing up the files it creates), and you might lose the printers or something like that if you don't do a system state on the terminal servers and file servers, but that's about it. You might decide that you don't need a system state on those (although I'm not going to come out and say that because I don't know exactly what you have on those servers).
However, it might be easier to restore with a system state backup. I personally back up all my local servers with something that'll let me do a bare metal restore.