a factory reset won't touch your SD card. i had to do one on my phone because it just up and died and rebooted itself into a boot loop. all a factory reset does is format your /data partition so all your apps and home screen settings go bye bye.
Samsung Galaxy S4 **NEW** (GS3 screen finally shattered)
Samsung Galaxy Tab 3 7.0 (non-rooted, stock)
Samsung Galaxy Tab 2 10.1 (obsolete, slow, rooted)
Samsung Galaxy Note 10.1 2014 Edition