Yes and no, I'd make backups of everything just in case but as far as I know there's nothing you can do to keep your copy-protected stuff without buying a new PS3 and using that system transfer thing. Personally I've just had to take it like a bitch and lose a few saves.
Just for the record I'll confirm that Assassins Creed 2, Demons Souls, DJ Hero, Fat Princess and Heavy Rain saves won't be transferred with the normal backup tool.