Would you be upset to come to Facebook some day and have all of your photos and videos GONE? It'd be a good idea to do this.
FYI, my transfer of images only took about 2 hours, but if you choose to download ALL of your content at once it might take considerably longer.
For your personal profile:
1. Click on the down arrow at the top of the page
3. Setting & Privacy
4. Your Facebook Information (it may ask you to enter your password)