Well, you can transfer all of your contacts to your SIM card (up to as many it can hold, depends on how new it is). Menu>>Address Book>>SIM Management>>Copy Contacts to SIM. After this, you will copy them from your SIM to your new phone. If you have more contacts, delete the SIM card contacts after they were transferred, and continue to copy new contacts. Alternatively, you can copy all contacts to your PC with New PC Studio (the version that came with the phone, and on Samsung's website) and export them into contacts files, assuming that your new phone can handle those contacts files.
I did the second method on my new phone (Pantech Laser, wanted a full keyboard) and since it wasn't a Samsung phone, I had to go through each column in the file (I exported as a csv, i think) and specify what it was (FirstName, LastName, etc). It was kind of a pain in the butt, and if I specified wrong or left out a column by mistake, it wouldn't transfer those contacts. It did end up working fine though.
My big gripe about this new phone is that, as far as I've been able to try, there isn't a way to install apps via the data cable. You can only install them with MediaNET. I really like the keyboard though (and the fact that the Laser is thinner than my Eternity).