What is the correct way to sync my Iphone 4 without losing any data?

I’ve synced before and suddenly had no pictures. I’ve synced before and suddenly lost music.

I want to avoid changing anything on my phone. I am pretty lost as to how to get this to work.

Problem is I would call Apple and ask them, but my phone is not working because I think it needs the newest OS to function correctly.

So. How do I sync this thing, and get the newest OS going?