Hey demonseed, this probably comes way too late, but hopefully it will help some others, rather than just bashing Windows and squawking about how great Apple is.
First, with pictures, Windows computers recognise iPhones as cameras -- simply double-click on the iPhone, and there are your pictures. Copy them to a folder on your computer (which cost half the price for the exact same components), and they're safe from the sync-of-doom.
More generally, there are hundreds of excellent freeware programs that will allow you to browse your iPhone file system, and with a little bit of research, you can choose which one you like best, and get to pulling whatever you like off you iPhone, whenever you please, like saved game data, browser cache, pdf files and ebooks downloaded into various apps, etc. The one I use is iPhone Explorer, which you can get at:
http://www.macroplant.com/iphoneexplorer/
but like I said, there are tons, so pick your favorite.
Also, I know this is mildly off topic, but as far as jailbreaking goes, it's not as scary as you'd think, and the benefits are pretty outstanding. Sure, there are annoyances, like not always being able to update your OS the day the new one comes out, and the MINIMAL risk that you'll brick your phone -- which, by the way, doesn't kill your phone forever, it just means you have to restore it from your most recent sync (dear god, no!!) -- I've been jailbroken on my trusty old 3G for over two years now, updating firmwares all along the way, and never bricked. So why do it? Well, for one thing, I can swipe my finger across the status bar, and bring up a set of toggles that instantly turn on and off 3G, bluetooth, airplane mode, and more. I can download movies and pdfs and text files from safari. I've been able to put my apps in folders and multitask for two years. I can scan my immediate area for wifi signals with a more sensitive scanner than the wifi settings bit, using a more intuitive and informative GUI than the one provided with my phone. Do I love my iPhone? Sure. But if Apple's going to tell me it has to look a certain way, and handicap the OS so that I can't use the full functionality of the hardware I paid for, well, they can eat a bag of d*cks. </tangent-rant>