When you restore from backup your mail settings, text messages, notes, call history, contact favorites, sound settings, widget settings, certain network settings, and other preferences including settings and data from third-party applications purchased from the App Store will be restored from the backup. Your music, videos, and applications will be reloaded by iTunes as they were before the restore.
If you have lost applications purchased on your phone that were not synced to iTunes, you can download them again as described here:
http://support.apple.com/kb/HT2519