what data and programs will I LOSE if I install vista sp2 on my XP SP2

There are a lot of compatibility problems between xp era programs and windows vista. You can pretty much assume you will lose all your programs. If you choose to keep all the programs and data, they are stored in the windows.old folder of the new install. But if the data if super important I would backup as you can easily lose the data to user error during the upgrade.