Your SMS will be contained in your original iPhone backup made by iTunes when you last synced your phone. You can use iTunes to restore your new iPhone from your old iPhone backup to load your SMS. This will also overwrite your new iPhone with other personal info from your backup, like your contacts, calendars,.... Note that your music is not contained in the backup made by iTunes. You can add music by syncing your new iPhone to your iTunes.
If you don’t have backups, or don’t want to restore from an old iTunes backup see this user tip...