Which Handset do you have? If you have any Symbian S60 handset, the best and amazing option is Yahoo! Go, not the latest beta one, but the original. It will be difficult for you to search for it. if you can get it and if you also have a GPRS connection, nothing like it!!!
It automatically syncs your Contacts, Notes, Calender with their counterparts in Yahoo. Every time you make a change on your phone or Yahoo, it will be automatically be synced.
You should have told which cell phone you have. One more thing you can do it, connect your phone to you computer using the data cable provided. Nearly every manufacturers phone management software provides for syncing of contacts.
If it is nokia, using the Sync. Manager, first of all sync your contacts to either Outlook or Windows Address Book which ever you want to.
Then open that application, and make any changes in your contacts which you want to. Then export your contacts in the Comma Separated Values ( Excel) formal.
Go to yahoo Address Book and click on Import. Import the CSV file and you have your contacts on yahoo.