If you have an external hdd big enough, then a backup will basically clone your ps3, settings, pictures, mp3's, game saves, everything.
Re downloaded games some may copy over, some may not - depends on the game. But these, as well as game installs / updates can be re-downloaded anyway so not a problem.
If you're using a flash drive and are limited in space to do the back up then you can delete the downloaded stuff, and anything in "game data utility" to get the backup size down. Again, you can just re-download / re-install that stuff.
Also, you could just copy game saves individually to a flash drive or similar, and copy over to the new machine.
Hope that helps
