It does depend on the type of transfer you choose. I recently got a new iPad. Chose a full manual backup within iTunes, then did a Restore with the new iPad, and I think all my sideloaded books/graphic novels (I haven't checked absolutely everything) were within the apps where they were supposed to be.
iCloud, of course, is a whole different story. It's not a way to transfer all your sideloaded data, only data created in a select few apps.
Here's some info on what backups contain:
http://support.apple.com/kb/HT4946