http://www.google.com/sync/index.html
I'd highly recommend utilizing google calendars for all your appointments and contacts.
It syncs all of it pretty seamlessly once you get it all setup. Before switching to android, I was using active stink and outlook for my calendar entries and contacts. It sucked cause every time I added a contact or calendar entry, I had to plug my phone up to the PC to sync my phone to make sure it was up to date. Same was true for adding contacts and calendar entries to the phone. I didn't realize you could setup auto sync on winmo until a few short days before I ditched it.
I have since imported my outlook contacts and calendars into gmail and couldn't be happier. Just setting up your gmail on your phone is all you need to do to sync your contacts and calendar. So if you use the web interface on your PC, it automaticallys syncs your phone and vice versa.
If something to happens to your phone, your contacts and calendar entries won't be lost since they will be online too.