Turn off one by one the iCloud services. (Contacts, Calendars etc). That way I'm sure you will promped to keep your data in iPhone. Then delete the account.
If you sync through iTunes your apps are in iTunes under the apps tab at the sync page. Install any of them you like
The only way to retrieve your message is to restore your iPhone from the last backup (If you have one). Check it in iTunes preferences>Devices.
When someone downloads an app, the other iPhone download the app automatically if you have the Automatic download On in Settings>iTunes and App Stores. If you don't want this, turn it off and you can still download the app manually and without extra charge.
Make sure that your iPhones have a different name. Settings>General>About>Name. That way you can sync them in the same iTunes without merging your data. (Only for music, apps, photos and books. Don't sync Contacts and Calendars in the same iTunes because they will be merged. Use the iCloud for these data).