How to erase and restore an iPhone without using back-up

This might be a common question, but here it goes...
I am in need of setting up an iPhone 4S as a new device without restoring it from the back-up. Most of my contents are on iCloud (calendar, contacts, reminders, safari bookmarks, and notes), so I'm not worried about those data. And I am comfortable with downloading apps by hand. I'm also willing to configure all settings again.
However, I am concerned about other data, such as photos, iMessages and SMS messages, music, voicemail, and such. I've given up on the call history.
I did transfer purchases from the phone to my iTunes, and I also sync'ed the device. But I'm not sure if it means whether the above types of data are sync'ed to my computer, and how I can restore them back to the phone once I erase the phone.
Is this possible? Is there a document that details how this can be done? Can this be done purely with iTunes and Finder or do I need a third party app to help me with this?
Thanks in advance!

sjlee0 wrote:
Thanks for the response! As for photos, yes, I can see iPhoto as an option. Would uploading them back to the phone equally easy? Would it be through iPhoto as well?
It's equally easy, but they won't go back into the Camera Roll. Instead, iPhoto albums are uploaded to the Photo app. You do this with iTunes. Connect the phone, click on its name in iTunes, then the Photos tab, and select the albums you want on the phone. See: http://support.apple.com/kb/HT4236 for more details.

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