How do I get from OSX 10.5.8 to 10.6.8?

Purchase Snow Leopard install DVD from Apple

If I buy the 10.6.8 DVD and upgrade my 10.5.8 will it erase any data or programs?

It should not if everything works correctly.

I don't know about you but I am never ever going to trust my data to everything working correctly. For this reason I alway backup.

In fact, I back up twice using two different kinds of software for each one, just in case.

I suggest you backup everything first.