As you are (propably) already using a Microsoft Account with your Windows Phone 7 device, these things will automatically sync:
- Documents stored in SkyDrive (OneNote)
Now for music, pictures etc., you're going to have to load them onto your new device manually.
As for your texts / SMS, you can use the Transfer my Data app. Unfortunately, only the fist 160 characters will be copied and you can't Transfer your sent texts (at least thats what the app tells you). This is propably not going to work for you though, as this is only designed to work with Nokia Windows Phones.
For your apps, you can go to windowsphone.com/en-US/purchase-history to reinstall those you need.