You can copy your music, photo's documents etc on your pc and copy them back to your phone if needed.
But not your apps and settings. These you have to download again if you do not use the app and setting backup feature on your phone.
Furthermore your contacts and calendar are already in the cloud.
The only way to avoid the cloud is not using a ms account on your phone but in that case you also cannot download apps or update your device.
Please register and reply on this post if you have more questions.