You just have to plug in each device and go through all the sync settings for that device. To make sure all the apps are in iTunes so that you can chose to sync them to the other device, right click on the device in the Device list and chose Transfer Purchases.
Each device maintains it's own sync setting, so you can pick and chose what ends up where. I've seen a new app occasionally cross devices without prompting, but simply deleting the unwanted app of the device straightens it out for the next sync.
To sync Contacts, Calendars, etc. you need to sync each device with the computer, an app on the computer. It becomes the intermediate storage device. This is done in the Info tab for syncing. I don't do this anymore, so I'm no longer as familiar with it as I was, two or three iOS versions ago. I non longer feel confident I won't lead you the wrong way.
You need to expect the need to occasionally resolve conflicts, when you've updated the same info on more than one device/computer in-between syncs.
If this is what you want to do, I recommend backing up your device and any data you have on the computer first. Leave yourself a way to recover, and then give it a try.
I consider iCloud secure enough for my purposes. All data is encrypted in transit. Most data is encrypted on the servers. Google is similar.
I don't really have any dark deep secrets, but my simple answer to cloud security is to not write down stuff I don't want know; anywhere. As for my private info, well, it's already out there. Apple is just one more place, and not the worst of them.
