I've got the Suunto X3-HR. Has most of what you want:
time/alarm/day of week/month+day
you can start a log to track your total gain and loss and high/low points for the extent of the log (maybe each day).
Also has a heart rate monitor, which I leave home when backpacking, but use sometimes when training.
It won't tell you the sunrise/set times, but I'm not sure how useful that would be on a thru hike, when those events don't change by more than a minute or two between days and actual sunshine hitting the trail would vary based on the terrain you're camping in. If you're really interested in sunrise/sunset times, I recommend writing down a few data points for the lattitude/longitude and day you expect to pass through that area.
Complete Sun and Moon data for one day
Best is the price: $150 which is good for Suunto quality, and you can always wait for one of REI's 20% of sales to pick this up.
No pedometer, but you can pick up one of those as a separate device for ~$10-24, but they won't accurately tell you how far you've gone on a trail, where your steps will vary so much.
The one feature that may be helpful for a thru hike, but this watch doesn't have, is a compass.
Hope that helps,