iPhone or iPod touch to synchronize with your computer

You can sync many things like:-

Contacts names, phone numbers, addresses, email addresses, and so on 
Calendars appointments and events 
Web bookmarks 
Music and audiobooks 
Photos 
Podcasts 
Movies and TV shows 
Applications 

You only have to set which items are synced in iTunes on your computer once. After that, just connect  iPhone or iPod touch to start a sync. Contacts, calendars, and bookmarks are synced from (or to) your computer, so if you add, change, or delete them on iPhone or iPod touch, they are changed on your computer, and vice versa. You can also sync contacts with your Yahoo! or Google Address Book.

Email account settings (on iPhone only), music, movies, TV shows, podcasts, and photos are synced one-way, from your computer to iPhone (though you can import photos taken with iPhone to your computer).

Setting Up Syncing
You use iTunes on your computer to set up which items are synced. Make sure you have the most recent version of iTunes (On a PC, open iTunes and choose Help > Check for Updates. On a Mac, open iTunes and choose iTunes > Check for Updates.

Step 1: Connect iPhone or iPod touch 
Connect iPhone or iPod touch to your computer using the included cable. You can connect the cable from your computer directly to iPhone or iPod touch, or connect the cable from your computer to the Apple Universal Dock (available separately) and put iPhone or iPod touch in the dock. By default, iTunes opens automatically. 
Select iPhone or iPod touch in iTunes under Devices on the left hand side and click the Info tab. 

Step 2: Set Up Which Items Are Synced
Click the respective tabs in iTunes to specify which media and information you want synced from your computer to iPhone or iPod touch.

Step 3: Sync iPhone or iPod touch
Click Apply in the lower-right corner of the screen. Your computer syncs with iPhone or iPod touch according to your settings. 
The first time you sync iPhone or iPod touch, you are asked if you want to merge data, replace data on the service, or replace the data on your computer. After that, anytime you connect iPhone or iPod touch to your computer, iTunes opens and syncs with iPhone or iPod touch according to your settings. 
You can adjust sync settings anytime iPhone or iPod touch is connected to your computer. You can only connect and sync with one iPhone or iPod touch at the same time. If you need to sync more than one iPhone or iPod touch, disconnect one before connecting the other.

Note: Syncing won't delete any contact in Yahoo! Address Book that contains a Messenger ID, even if you've deleted the contact from your address book on iPhone or your computer. To delete a contact containing a Messenger ID, log in to your Yahoo! account online and delete the contact using Yahoo! Address Book.