Backing up SMS, apps etc before ROM install... topic

Hi guys, sorry for the lame question. I feel bad asking because I've done dozens of different ROM installs on all kinds of different phones down the years, but there's always something I've never got.
How do I back up all my SMS's, installed apps etc and restore them after I've done a FULL WIPE and installed a new ROM? (SMS is the main one, I hate losing all those)