First of all, do a nandroid backup from recovery to have a backup of your current phone.
Since you're upgrading not only from a Cyanogenmod release but also an Android release, it is recomended to do a full wipe (
/data) to avoid boot loops and general problems with the upgrade.
If you want to backup all your data, despite doing the nandroid, you can use Titanium Backup, as it will let you backup your apps, data and also some system information (accounts, call log, sms, wifi settings, ...). Just take some care as some system information might not work if you restore it directly when upgrading from ICS to JB. User applications and its data files should be safe to restore.