IPhone 3GS, IPhone 4, ICloud?

Currently, I own the IPhone 3GS, however I just got the IPhone 4. I was wondering how to get everything (including messages and apps) from my old phone to my new phone in a step by step process. Many people told me it's through icloud and iTunes, however only my reminders, contacts, and calendar has transferred to my new phone.

Cellphone

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website: 2tu.us/6jhy