When you create a backup on iTunes, it will back everything up but you must restore to access them.
The only other alternative is to jailbreak. With a jailbreak, you obtain root access and can use any SCP client to access the files on the iphone and create manual backups.
As long as you have the settings in itunes correct then every time you sync your iphone all the data from your iPhone gets backed up. No need to worry about lost data. However, if you delete an app then the associated data with it gets deleted unless the maker of the app provided a way for the individual to export the data. If you decide to upgrade your current iPhone to a future iPhone then when you plug it in to your computer you can have the option of restoring it from a backup allowing you to transfer all the info from the old iPhone to the new iPhone.