Upgrading from iPhone 3G to 4 - how to keep music/SMSs/etc?

Hi all,
Just bought a new iP4. As far as I know, most music on my 3G is on the phone ONLY and not on the computer. How do I make sure that I transfer EVERYTHING to my 4, including photos, SMSs, music, etc.?
Thanks!

All iTunes content on your iPhone should be in your iTunes library on your computer - all music, movies, tv shows, and 3rd party apps.
If you have Sync Music selected under the Music tab for your iPhone sync preferences with iTunes - you don't have manually manage music and videos selected with their being no benefit with manually managing music and videos with an iPhone, after purchasing music from the iTunes store with your iPhone, the music will be copied to your iTunes library on your computer automatically the first time you sync your iPhone with iTunes after doing so.
The same with 3rd party apps when having Sync Apps selected under the Apps tab for your iPhone sync preferences, which should be selected for a number of reasons. With this selected, after downloading an app direct with your iPhone, the app will be copied to your iTunes library automatically the first time you sync your iPhone with iTunes after doing so.
Photos in your iPhone's Camera Roll can and should be imported by your computer as with any other digital camera. The Camera Roll is for temporary storage no different with any other digital camera.
And photos transferred from your computer via the iTunes sync/transfer process should remain on your computer.
If you don't have Sync Music selected and Sync Apps selected, with your 3G connected to iTunes, at the iTunes menu bar go to File and select Transfer Purchases From - the name of your iPhone. This should transfer all music purchased/downloaded from the iTunes store direct with your iPhone and the same for all 3rd party apps.
http://support.apple.com/kb/HT2109

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