I don't think there is a one off solution to backup all your settings, preferences, apps etc on your phone in one go. Especially if your phone is not rooted. And you'd probably want to be selective on what you backup anyway, so as to ensure it remains compatible with any new firmware/update you install. Another major factor is some settings and indeed some backup programs, require you to have root acces to your phone, in order to back data up.
It may therefore be more benificial to backup things one at a time. For example your gmail account, your user settings your backdrop or your chosen Home application, your ringtones etc may all need to be set manually, after an update.
All is not lost though. You can start off by backing up the most important things. And you don't need to backup data stored on the SD. This data is not touched during firmware upgrades. (Unless your are adding features like Apps2SD, which require the SD to be re-formatted.) Of course no harm in backing it up just in case. To do so, ensure you have the necessary USB drivers installed.
Latest are those included with
KIES See here.
To backup SD.
Install NPS (on CD include with phone), or KIES see above.
Plug in USB cable on phone.
Mount SD Card as USB device.
On Phone
Menu
Notifications
USB connected
Mount
The SD card will now be visible on PC as external USB drive, and all data can be copied to PC.
Afterwards you can begin to backup the important phone data.
So to begin.
To Backup Contacts to SD
If your USB cable is connected, Unmount SD Card and remove.
Go into Contacts
Press Menu
Import/Export
Choose Export to SD Card.
This will create a .vcf file with all your contacts in it. You can Factory Reset your phone and import them again.
N.B. Some have pointed out that they don't have the option to Export to SD. This could be an earlier firmware issue. If this is effects you, then use the Alternative Backup (see below) which backs up to your PC's Googlemail account.
Alternative Contacts/Calander Backup.
Backup your Contacts/Calander to your PC's GMail account. The good news is these are then editable by logging into your gmail account on your PC.
From your phone:-
Menu
Settings
Accounts & Sync
Both these options will create backups of contacts, gmail calendar and gmails. In fact I find this easier as it does Contacts & Calendar in one go. Now log onto your Gmail account from your PC and check the sync backed them up. You can also easily make changes to your contacts/calander which will re-sync back to your phone.
Backing up SMS's may not necessarily be top priority, but my suggestion if you do wish to do so, is this SMS backup APP.
SMS backup & Restore
Now we move onto the harder things. ie Backing up your install Apps.
This may seem a little harder to do. There are available numerous backup utils that let you backup programs to your SD card. All well and good. Some very useful utils for those that require the versatility. But, and this is a matter of personal choice, my recommendation for most, is to use AppBrain.
Why AppBrain? Caws if you restore your Apps with AppBrain, it will restore to the latest version available, rather than restore the version you saved/backed up to SD card. Also AppBrain does not backup apps to SD using space, rather than just keep a note of your installed Apps and links these to your Gmail account.
See here for
A little info about AppBrain
Basically then, AppBrian lets you manage your installed Apps using your Gmail account and your PC. You can Add/Remove/Update/backup Apps anytime and at your will. Ideal for re-installing Apps after Factory Reset, or Firmware update.
See
AppBrain here
Now that you have the necessary tools to backup contact, calendar, gmails and apps we move onto other user data. The important of which is your APN settings.
APN settings are those which allow your phone to connect to the internet via your service provider, and send and receive SMS/MMS messages.
TO view your APN settings:-
Menu
Wireless & Networks
Mobile Networks
APN Settings
Your Provider
You don't necessarily need to backup APN settings, as most providers details are included in official Firmware updates. It really all depends on where you live. And if you fail to backup APN settings, and your shiny new firmware does NOT include all of them (i570EXXJE1 & i570EXXJE4 I'm looking at you!!), then 60 seconds on Google will find most of your providers settings. Indeed web pages exist whose sole purpose is to publish APN settings for most mobile providers.
Here is a page with absolutley every Service Providers APN settings.
Wiki Service Providers APN Settings List
So if you wish, (and it does no harm to do so), to backup APN settings I suggest an app called
APNBackup
So that just about does it. (unless others wish to suggest alternatives/improvements).
My advice? Bite the bullet, update your firmware and enjoy the extra features, usability, speed and compatibility.