I bought myself a new HTC Touch Diamond 2 recently and one of the first challenges that I had was to transfer all my contacts from my existing E61 to the Touch Diamond 2. I did my customary search in google and thankfully it gave me an easy way out; Microsoft Outlook. All you have to do is to hook up the phone to your PC or laptop and use the software to transfer your contacts into Outlook. For Nokia phones this can be done through the Nokia PC Suite.
The only thing you have to be careful is by default the settings synchronize your calendar, mails and contacts. Make sure you check only the contacts option.
Once you have moved your contacts to Outlook, you can then use the windows mobile device center to then transfer contacts from Outlook to your Windows mobile. It is as easy as that!!! All-in-all it took me about 15-20 minutes to transfer all my contacts roughly 200 of them from one phone to another. I did find out that some of the contacts have duplicated themselves but I haven't really got to the bottom of that. So if any of you has experienced duplicate contacts and have rectified it please do let me know the steps.
I have not put up the screenshots here because the whole process is fairly simple but if any of you need help in doing this, I will only be happy to help.