windows mobile smart phones (and
Palm os too so i suspect pretty much all) are basically 2 computers in one. One computer handles the radio for the cell phone the other runs the OS for the PIM/PDA side of things.
A hard reset basically nukes the windows mobile side of things only and doesn't touch the radio firmware or settings. So no need to sweat getting back on the phone network.
my 2 cents:
USB cable- whats that? laughing. I've used smart phones for like 6-8 years and I basically never use the USB cable.
First thing I'd recommend is finding some sort of OTA (over the air) contact sync that works for you. MS exchange is pretty much the big dog but if you dont work for a company that runs an exchange server then that's no good for you- so maybe once you get into the workforce.

in the mean time I'd look into google sync. you can get a free email account from gmail and then try their googly sync on it. Basically they mimic a windows exchange server and it's all free. Your contacts will all sync in the backround to and from googles servers- always availible on the phone or any web browser in the world all the time. Change one and the other's change too. If you like MS outlook too I beleive they now support that too on pc's. BE CAREFULL as I'm not sure if when you set that up now if it will try to overwrite the phone or if it will pull the contacts off the phone and put them back up on the cloud. Besides access anywhere on your phone or any browser if you need to nuke your phone you just set it back up and it will effortlessly download back to the phone. that will sync up your contacts, calendar and email.
Google Mobile | Sync for your Windows Mobile phone
another option is microsoft myphone- it's a free beta and basically will do over the air backups (and restores) of the contacts, calendar, AND sms (maybe mms too)- but i dont think email.
My Phone
I dont use this but sounds like might be exactly what YOU want since it will do your sms.
another similar option for FILES ONLY is live mesh.
www.mesh.com
to me, I'm not all that into sms so i use my company's exchange server (via goodlink) and live mesh. I can nuke (hard reset my phone) and get all my files, contacts, calendars, and emails back with about 5 minutes of work (and then probably an hour more downloading after I set it all back up). WIth that anything I touch on the phone automatically syncs back up to my pc's.
The phone itself- it's a windows OS- reinstalling the OS (which is basically a hard reset) is your friend and almost a necessity on a regular basis- laughing.
WHenever i get a new phone I try out all the free trials and see what i might want. Then I hard reset to clear all the other left overs of free trials (it's windows so NOTHING uninstalls like it should- laughing at MS again). Anything I want to install i put in a folder on my SD card that I check to remind myself to install them all and so I have the cab's handy quickly after a hard reset.
Dont forget the KB cab to fix the sending email issue.
I think the sent SMS notifications is something you did- either a reg edit or you selected "request delivery notification" under the messaging account options for text messages. Maybe one of the trials set that. That's not the default setting.
there's an issue with the storage card on this phone (and I think ALL WM phones)- if you install programs that run themselves or in the background to the card. Basically if you install something that will automatically run onto the card- the phone wakes up and tries to access the card instantly. But the thing is WM sucks about multitasking and prioritizing things right after wake up. So it doesn't actually start the SD card driver back up in time. So you have a program that the OS things should start right Now on the card. THe OS wakes and tries to run the program on the card and THEN tries to wake up the card. It fubars the card settings. So next time- after you hard reset- anything that might start on it's own you should ONLY install to the phone.
Myself- I keep no data on the phone- I save it ALL to the card (you can even set the camera to save all photos and videos right to the card). THen I install ALL programs to the phone itself. Avoids the card issue and if i hard reset all my files are right where i left them. And avoids any space issues of trying to keep files on the phone itself.
all just my opinion so take it for what it's worth. good luck!