You have several options.
To sync to a comptuer, activesync works as you have found. That is synced to Outlook, and the outlook.pst file can be backed up somewhere, although you need outlook to open it.
You can use exchange email (if your email provider supports it, or you want to spend for it). I love it - it has all my email, contacts, calendar and tasks. When I hard reset the phone (fairly frequently as I rebuild often
everything comes down as soon as it's configured. More expensive, but has it's benefits.
You could use a contact manager backup program. Do a search on ppcpimbackup or htc data backup (there are others as well). These can backup your info to a file which can be restored the same way.
Lastly, you can copy over the pim.vol file.
Good luck
