For your bb configuration setting and device memory, you need to save the backup files made with desktop manager. These are ipd and sometimes cabinet files and pool files.
Sorry... forgot to mention... I just got my Bold a couple weeks ago, and have really only used DM to sync Outlook contacts. So maybe there's really no use in saving any DM files?
OK, kinda figured as much. Wasn't sure if DM also kept a file w/ my contacts after the sync, but I imagine that info is in the backup file once I actually perform one.