I've been an iPhone user since the 3G came out. I don't really worry about this kind of thing because I know that iTunes makes backups when I sync. Now that iCloud is integrated, it's supposed to keep backups too (although I don't trust it as much as iTunes). Those backups have meant that upgrading to a newer model has been basically seamless.
I know that Android doesn't have a centralized piece of software like iTunes (which is arguably a good thing), but how are backups handled? Are they left to the end user, or is the fact that your account is syncing with Google supposed to take care of your important data (Gmail, Google Calendar, etc)?
For things such as SMS and full system backup - you have to take things in your own hand. SMS is easy with a 3rd party app, full system backup can be done using Titanium if your phone is rooted or by using command line scripts using adb. (adb supports encrypted backup to the desktop.) Also various OEMs provide their own Desktop sync program - like Samsung Kies - that make it easy to backup/restore using a PC. But it is fairly unnecessary to go to that length - default backup + SMS backup app works quite well for most.