How to back up saved application data when moving to new iPhone?

So I've done a fairly extensive search on google trying to figure out how to backup not just my apps, but the saved data within them as well. Most of the stuff I'm finding requires jailbreaking or many steps. I'm coming here to post to see if there is an 'easy' way to do this by now..
I mean you back up your old iPhone through iTunes but from what I'm hearing that does not save the application data? I don't understand how this was not put in, especially considering how the iPhone is made to look like such a great portable gaming device, in which many save your progress along the way..
For example, I have peggle on my iPhone 3G and have been playing it a little bit here and there for a little more than a year and have 100% completed on most levels. I don't want to lose all that, you know?
So anyways, is there any simple way to do this yet? If not, what's the simplest way to go about doing this?
Thanks!

Thank you for responding... I wonder then why so many posts are regarding this online...
So all I need to do is back up my 3G iPhone in iTunes, and then just restore from backup with the iPhone 4 and all my saved data and stuff will remain? Cool!

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Transfer content from an iPhone, iPad, or iPod touch to a new device - Apple Support
http://support.apple.com/en-us/HT2109
Transfer content from an iPhone, iPad, or iPod touch to a new device
You can use iCloud or iTunes to transfer content from your current iPhone, iPad, or iPod touch to another device.
Use iCloud Backup
Follow these steps if both your devices use iOS 5 or later and you have an iCloud account. If not, please follow the iTunes steps below.
You can use iCloud Backup to back up your previous device and then restore the backup to a new device. Your saved messages, email accounts, photos, notes, and other personal settings will be transferred to your new device.
See more about iCloud Backup.
Turn on iCloud Backup
Start by backing up your old device to iCloud:
Go to Settings > iCloud > Storage & Backup.
Turn on iCloud Backup.
You may want to connect to power and turn Wi-Fi on.
Back up now
iCloud backs up your device once a day. To back up your device before you transfer content:
Go to Settings > iCloud > Storage & Backup.
Tap Back Up Now.
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When the backup of your old device is finished, turn on your new device. Follow the setup assistant, which will ask you to choose these things:
Your language and country
Whether to enable Location Services
A Wi-Fi network
If you've already set up your device, you can reset it so that you can go through the iOS Setup Assistant again and restore from your backup. Tap Settings > General > Reset > Erase All Content and Settings. Do this only if you already have a backup.
Restore from iCloud Backup
When you're asked to set up:
Choose Restore from iCloud Backup.
Tap next.
Enter your Apple ID and password.
Choose the backup
Choose the backup of your old device and tap Restore. Wait until the device finishes restoring from the backup.
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Sync other content from iTunes
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Enter your passwords
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Learn how to set up your old iPhone to be like an iPod touch (without a carrier plan)
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Enter your passwords
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Last Modified: Oct 31, 2014
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