See Marco's post. Apple has made it clear that anything outside of Library/Caches/, tmp/, or the app bundle will be backed up to iCloud. I have personally witnessed this with Documents/ (as expected) and even Library/Application Support/ (which I hoped would be safe, but is not).
There is no current safe place to save local data that should not be backed up to iCloud.
If there were both "on the phone and backed up in iCloud" and of "stored only on the phone" kinds of data, either your app would decide for you whether your data is worth backing up, or it would let you decide. Apple finds both options unacceptable.
The mental model for iOS is that it stores only two kinds of data: discardable because it can be reproduced, and backed up because it cannot.
That ensures that all your data always is safe. You do not have to worry about losing data when your phone breaks down, or about forgetting to move some data when you upgrade.
I think this also is the reason iOS devices do not have memory card slots. It complicates data management; Apple does not think that is worth the extra complexity.
