The DM Backup/Restore will backup your contacts, sms/mms, emails, calendars, some device settings, etc. basically almost everything but your third-party applications.
Yes, run desktop manager and use backup/restore. With the backup option it'll back up the entire set of user data from the device (contacts, sms/mms, calendar, bbm contacts, email, etc). Restore will restore everything, and using the advanced option, you have the option to surgically choose what data to backup/restore if you only wish to do certain things, such as the calendar but leave everything else alone...
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If you use Outlook, you can sync Memo and Calendar as well as contacts using Desktop Manager (DM). I _THINK_ the calendar can be synced with google and yahoo but am not sure. Otherwise, as noted above, you can backup and restore using DM.