Styles are stored in the database, if you plan to delete the database to re-import you MUST export them so that you can re-import them into your install.
Items like the header, footer, and custom islands are stored in flat files, so they don't need to be exported (as they're not stored in the database.
You can export styles from the styles editor page, there is an export option; if you have not made any customizations to the table wrappers you should export without wrapper (as multiple style exports chosen with export with wrapper you'll end up wiht a ton of the same wrapper).
