Will I lose my game saves when I downgrade to iOS 4 from iOS 5? I have just recently upgraded from iOS 4.3.5 to iOS 5.1.1 on my 3rd generation iPod touch, but it seems that my iPod is slower and a little unresponsive, so I want to downgrade back to 4.3.5. 

I want to know how to backup the data (mainly game saves) so that when I restore to 4.3.5 my game save is still there.
iTunes will backup the data, but there is another option.  You can also bring your game saves back to your downgraded firmware, but it will take some work.

Here is a walkthrough focusing specifically on Angry Birds, but you could use the same process for other games as well.