If your music & pictures are on the removable SD card, just copy the contents of your SD card to a folder on your desktop. Then copy it over to the SD card on the X. Do the same thing for any music & pics that are on the internal 8GB card. And of course, you'll want to reformat both the internal and removable SD card when you are all finished - assuming you are returning the Incredible or giving it to someone else.
As far as apps go, greydarrah is right in regards to paid apps. I haven't always had the same luck with free apps showing up - after switching devices - or even after reformatting the same device. The best advice I can give anyone, is to download AppBrain in the market.
AppBrain is an extremely useful market replacement app, that offers tons of functionality, but one of the ways it would benefit you - in this situation - is that it will upload a list of all the apps you currently use to the AppBrain website. When you get the X, you would install AppBrain on it and sign-in to AppBrain's website and you will see both devices listed in the upper left corner. You can then choose which apps to have AppBrain install on your new X (see attached picture).
As for email, contacts, and calendar, if you are using Gmail, all of that is already being synced. All you will need to do is sign-in to your Gmail account on the X, and it will all synchronize over.