The solution of Gonzalo Medina uses package titletoc that does not work well with hyperref, because it extracts the heading number of the entry in the table of contents (and LOF, LOT) and sets it outside the link.
The following solution patches \l@chapter, \l@section, …, which are responsible for the formatting of the entry in the table of contents to add \TocTitleFormat. Depending on the switch \ifTocMainMatter, \TocTitleFormat does nothing or adds \textit for the title. If \itshape is used instead, also the page number would be in italic.
Similar to Medina's solution \frontmatter and friends are patched to add the setting of the switch \ifTocMainMatter into the .toc file.
Since hyperref is used, likely also bookmarks are generated. The same style can be applied to them via package bookmark.
\documentclass{book}
\usepackage[nottoc]{tocbibind}
\usepackage{etoolbox}
\usepackage{hyperref}
\usepackage{bookmark}
\bookmarksetup{numbered,open}
\makeatletter
\newcommand*{\PatchTocEntry}[1]{%
\expandafter\@PatchTocEntry\csname l@#1\expandafter\endcsname
\csname org@l@#1\endcsname{org@l@#1}%
}
\newcommand*{\@PatchTocEntry}[3]{%
\@ifdefinable{#3}{%
\let#2#1%
\renewcommand*{#1}[1]{%
#2{\TocTitleFormat{##1}}%
}%
}%
}
\@for\@tmp:=chapter,section,subsection,subsubsection,paragraph,subparagraph\do{
\PatchTocEntry{\@tmp}%
}
\newif\ifTocMainMatter
\let\ifTocMainMatter\if@mainmatter
\newcommand*{\SetTocMainMatter}[1]{%
\addtocontents{toc}{%
\expandafter\protect\csname TocMainMatter#1\endcsname
}%
\begingroup
\edef\x{\endgroup
\noexpand\bookmarksetup{%
italic=\csname if#1\endcsname false\else true\fi
}%
}\x
}
\apptocmd{\frontmatter}{\SetTocMainMatter{false}}{}{}
\apptocmd{\mainmatter}{\SetTocMainMatter{true}}{}{}
\apptocmd{\appendix}{\SetTocMainMatter{false}}{}{}
\apptocmd{\backmatter}{\SetTocMainMatter{false}}{}{}
\newcommand*{\TocTitleFormat}[1]{%
\ifTocMainMatter
#1%
\else
\textit{#1}%
\fi
}
\makeatother
\begin{document}
\frontmatter
\tableofcontents
\chapter{Preface}
\listoftables
\listoffigures
\mainmatter
\chapter{Introduction}
\chapter{Results and Discussion}
\section{Section}
\section{Another Section}
\chapter{Conclusion}
\appendix
\chapter{My Appendix}
\section{Section in Appendix}
\cite{testa}
\backmatter
\begin{thebibliography}{9}
\bibitem{testa} Author A, Title A, 2012
\end{thebibliography}
\end{document}

\chapter*{Preface}and\addcontentsline{toc}{chapter}{Preface}by\chapter{Preface}in your solution? The\frontmattercommand already turns off chapter numbering. Plushyperrefdeslikes\addcontentsline. – nnunes Nov 27 '12 at 13:59hyperrefand\addcontentslinewas incorrect. Sincehyperref2009/11/25 v6.79h\phantomsectionis no longer necessary when using the starred version of sectioning commands, see .../44088/when-do-i-need-to-invoke-phantomsection. – nnunes Dec 01 '12 at 17:02