Easiest way, hands down, is to setup GMail to sync. This way they
stay in sync between WinMo and Android - whether you reflash WinMo, or start fresh with Android.
So export all your contacts from WinMo and import them to your GMail account. Any contacts appearing in the "My Contacts" section in GMail sync. Once you have them all pulled in (make sure you save that CSV file of your backup contacts in case!) to GMail, setup ActiveSync in WinMo. I have a feeling this will knock out all your contacts, I can't remember it's been forever since I've done it.
Once you have it sync'd up in WinMo, go to Android and do the same - setup a sync account. Done!
Now any changes you make to contacts in WinMo will sync to Android, and visa-versa. Plus, if you lose or damage your phone beyond all repair, all your contacts are safe. Just sync with the new phone and voila!
FYI, there's already a
huge thread on this topic.