How do I bake my final Cycles render into a texture? I'm new to blender and I would like to know  if there's any way I could bake my final render, with the shadows, the bump map etc. to one single texture that includes everything that I've done.
You'll need to load the map you want to save the baked image to in the node tree. It doesn't need to be connected.

Load up the blank image in the image editor then select what you want to bake to it.

Note that how the light responds will be calculated though the shader.