In reply to im off:
Does it sag when you just coast? If so it's a sticky freehub.
If not then, i.e. just when peddling backwards, then yes it's sticky jockey wheels. Before buying new ones it's worth just stripping them down and giving them a good clean, they tend to collect muck quite a lot.
On more reasonably priced rear derailleurs the jockey wheels will just use plain bearings, there'll be a little metal cap on each side and under this a small section of metal tube with the jockey wheel body spinning on this. Give everything a good clear and degrease, then reassemble with a bit of wet chain lube or similar light oil in the bearing (I'd advise against grease, it'll just attract dirt).
More expensive derailleurs will have small cartridge bearings in the jockey wheels. You can carefully prize the seals off with a knife, if they're not too far gone then clean/degrease, pack with fresh grease and put the seals back on. The seals are easily damaged or bent, especially when taking them off, so be gentle with them.
If there's excessive play in the bearings (i.e. they wobble a lot) then it's time for new jockey wheels.
If it's a sticky freehub then remedying will depend on what hub you have. E2A, if it is this it's worth popping the cassette off, sometimes stuff can get down between the cassette and drive side flange which stops the freehub spinning freely.
Also, if it still shifts and pedals ok then I wouldn't go mad with replacing parts. If it gets excessive then you might drop the chain occasionally but a little sagging is unlikely to cause major problems (unless you're worried about losing a few Watts)
Post edited at 11:44