Some PDF forms can be saved, including all filled-in field data:
Some others can not be saved, and all filled-in field data are lost:
How do I enable saving of filled-in fields on my PDF form?
When you use Acrobat 8, or 9, select "enable usage rights" from the Advanced menu. This adds about 20 kb to the pdf.
The other possibility is to use CutePDF Pro, add a submit button and have the XFDF data submitted to your self as an email or to a web server. The XFDF data can then reload the original PDF with your data.