Just plug it into your PC for an iTunes synch and be sure it does a backup (or force one if it doesn't automatically). When you get the new one just plug it in and you'll be asked to either set it up as a new iPhone or restore from a backup. Choose restore from backup and point to the backup you made today. Everything should be good to go.
If you choose to save everything, copy all your stuff to the PC, install as new, and then copy everything back, it can be done but you lose any GPS app favorites, game saves, favorites, etc, etc.