Changing the battery in iPod/iPhone? - 1

What's the deal with how to change the battery in an iPod? You bring it to a store then what? Do they change it right there, Because I don;t really want them taking it with all of my data on it. I don;t know what these "Geniuses" are going to do with my personal info. I mean, yeah I have a passcode, but still.
Could someone fill me on on how that works.

And also, when the battery is swapped, do I have to put All the data back from iTunes, or is their any internal memory that can hold at least the iOS?

Added (1). The battery does not last forever. Apple replaces it.

You don't change the battery, but there's something called a charger that comes with it