Transferring contacts, calendars and applications from one device to another

I am completing my contract on my EVO 4G and replacing it (with a Galaxy SII Epic 4G). Both are Android - I am wondering what is the best way to transfer my contacts (a few thousand) and calendar (a few dozen) from the old to the new?

Also, I assume I have to install all apps one by one on the new device, any better ideas.