How to backup my IPhone 4 files such as text messages?

Hi, I'm planning to restore my iPhone and I'm not sure if the iTune sync will save personal things (such as text, photos and etc). Apps doesn't really matter since I can simply re-download them.

Also, if not. Would appreciate some recommendations on certain program/apps that would do the job.
Thanks in advance.

Added (1). Sorry. What I'm trying to do is to transfer my current text messages to somewhere, do a restore on my iPhone and then set them back into the 'new' iPhone. Sorry for the confusion.

Get a SMSBackup app and backup your texts to a secure cloud site. Same with contacts and etc. OR… Select BACKUP before you do the restoral

Plug in your phone to the PC and open iTunes. Look for your phone to be listed about halfway down the page on the left hand column.
Right click on your iphone and a dialogue will appear. Choose "Back up" and away you go.
To see if it worked, repeat the same steps after the backup is complete. Right click on your phone and you should have an option called "Restore from Backup"
Hope this helps

ITunes.

Back up the iPhone 4
Restore from backup on the new iPhone

Easy to do.