The only things iTunes doesn't back up are the list of jailbroken apps you have installed (if you're jailbroken) and the layout of your apps on the home screen (REALLY annoying to have to re-arrange eight pages of apps after a restore, even if using iTunes). I can't think of anything else the OP might be referring to.
OP, if you jailbreak, there are apps that will do both of these things.