Actually, Entourage synching in easier.
I just discovered that I can drag-n-drop all the vCards I exported from Outlook XP into Entourage's Address Book. So it's actually very simple for me to synch my Mac and Phone up with my main contacts repository on Windows XP. I'd love to be able to change contact's information in both Address Book or Entourage (or Outlook) and be able to synch them all - but I'll settle for making all my changes in Outlook for now.