Mybackup Pro saves app data and APK's. It also does sms, mms, calendar, alarms, settings, contacts, call log... and more, all labeled exactly in that manner.
If you are rooted you can use Mybackup Root for free, the only difference between it and Pro that I could see in my brief use of it, is an advertisement when you start it.
The only problem I have seen is it's not really fast, and sometimes you have to install APK's and then install the data in a second step, but that is an issue with the app, not the backup. I saw the same with some apps using Titanium.