If you jailbreak with Absinthe there is a good chance you will encounter problems later if you restore from a jailbroken backup. It's just not a good idea, plain and simple.
It usually works....but I never recommend it. The error margin is too great.
You don't have to use an iTunes backup to backup data.
Anything toggled on in Settings> iCloud will be restored to your device whether you restore from a backup or not.
Restoring to a backup in which the device was not jailbroken when the backup was created is the most safe backup to use.
I recommend you dont restore from backup if your going to jailbreak with Absinthe.
Backup SMS via ssh.
I recommend i-FunBox for SSH access...not a wifi FTP client like WinSCP where you have to "log in" just to get root access.
Backup SMS by clicking on "Raw File System".
Then go to : private/var/mobile/Library/SMS
Copy "sms.db" to your computer.
After restore and jailbreak...just put sms.db back in the same DIR.
To backup call history go to:
/var/mobile/Library/CallHistory/
copy "call_history.db" to your computer.
Put back in same DIR after restore.
Restoring and setting up as new device WILL yield the most stable jailbreak. It alway does.
After restore...setup as new.
Setup phone via the initial on screen setup. Once you first get to the SpringBoard..don't do anything.
DO NOT "Erase All Content and Settings".
Open Absinthe.exe and jailbreak your phone. Don't touch it til Absinthe tells you it's okay to open Cydia.
Once jailbreak is done, connect to iTunes and sync music, apps, tones, etc.
After done with iTunes...you can now place back your SMS and call log files.
I recommend you dont restore from backup. It makes the experience so much better.
If you want to backup your Cydia tweaks I recommend xBackup.
Just SSH into phone after backing up your tweaks and save Backup.zip to your computer.
Once you updated, jailbroke...sync with iTunes. Put your SMS and call history back.. Install xBackup from Cydia then place Backup.zip in xBackups folder.
Open xBackup, tap restore... Reboot your phone when done. It's not really a fast process so don't worry if you think it's taking too long.
Make sure to reboot twice after restoring with xBackup..or all your tweaks won't show.