HI. I've been using an HTC Surround (ATT) for some time. I've installed many apps and made multiple config changes to the device. There's also lots of pictures on it and other stuff i'm sure i'm not even aware of.
Anyway, today i got a Samsung Focus S (still ATT.) I want to migrate everything (or as much as possible) to the new phone. Basically i'd like some way to make my new phone look and feel like my old phone, including all the previously purchased apps and settings changes.
Just login with your Windows Live ID you have setup on the phone and then you can see all of the apps you've purchased/downloaded, and you can "Send a Link" to your phone to redownload the apps. There is no way to "transfer" them all from one phone to the other, but this process isn't too bad.
Also, as far as your pictures, there's a couple of options, if they've been automatically uploading to Skydrive, then you'll have access to all of them once you setup your Windows Live ID on the new phone. Also, if you've synced your phone to a laptop or desktop with the Zune software, then they are all in your pictures folder in the Zune client and you can select all of them and sync them to your new phone.
I've not upgraded to a new phone, but I did completely swipe clean and start from scratch my HD7S and it was great how once I synced Facebook, Google, and Windows Live to my phone all of my contacts and all of their information were on the phone. No more manually updating that info when the phone dies or upgrading to a new phone!