I take it you mean the official 2.1 update, not a custom firmware one? The official OTA update should keep everything in tact, but just in case...
SMS:
SMS Backup & Restore
Apps:
Astro - Will only save the apps, not their data. So everything will be a fresh install).
Backup Pro (Free 30 day trial) - The most comprehensive backup for non rooted phones, but obviously is only useful for a month.
Contacts:
Do you have them all saved as google contacts?