if you just save the premiere project file...on say a CD, when you put it in at a later date, it will search for the original clips. if you lose the original clips, you are pretty much screwed, or will have to re-capture them. but otherwise, it should reconize the embedded timecode on each clip.
realize premiere isn't actually building a movie, in the timeline. rather it's just simplying pulling bits and pieces from the clips stored on your hard drive and assembling them in a timeline (does that makes sense?). depending on how organized you have things. in the export timeline menu, you should be able to save out a text file with all the clips and files used in the project too....