It's all in the backup (iTunes or iCloud). Just ensure you backup your device right before the restore and then select 'Restore from Backup' to put all the data back on. Nothing is lost.
Yeah sure it's in the backup. But the point is, that I'd like to have a fresh install with no apps installed and later reinstall some of my apps.
You can:
1) restore device.
2) set up as new device
3) Jailbreak it
4) Restore from back up