Well, there's no real way to save your Windows settings unless you back up and restore your registry, which I do not suggest since it could lead to complications on a new install of Windows.
However, custom themes you've installed can be located in your Windows - Resources folder.
The applications you have installed can not be backed up, their configurations or saved games have the possibility of being backed up - however I suggest reinstalling the applications after a format and reinstallation of the operating system.
You can clone your hard disk, once again I do not suggest this unless you have three hard disks, one with your operating system installed on it (preferably your boot drive) an applications/file drive and a backup drive for the applications/file drive.