Before you reset, verify your messaging is set for backups, sync your email accounts, make sure your photos are going to skydrive, then force a backup (please say that you are using a Microsoft account, if not you're stuffed)
Messaging backup:
Settings (system), messaging, Test message backup = on
Email sync:
Settings (system), email+accounts, press and hold on each account, sync
Photos to Skype:
Settings (system), backup, photos, Photos = Best quality (needs Wi-Fi) and Videos = Best quality (needs Wi-Fi)
Verify via a PC that your photos are on your Skydrive.
Then:
Settings (system), backup, app list+settings, backup up now.
NOW you can reset your phone. When you reset you WILL need to have your sim card in, and you will have some cellular data usage. As soon as you can after the reset, turn on WiFi to minimize cellular data usage. The phone will re-download all your apps that you had on your phone (but you will loose any app specific settings, game level completion, etc.) in the Store app.
Now with a Nokia phone, you will end up with a bunch of Nokia specific apps that will error out (press and hold for cancel). For those you can either wait for them to eventually show up in the Store app as updates (can take a day or so for this), or you can go find them in the store and select update.
In the end your phone will be darn close to what it was prior to the reset.