I merged my contacts to my iPhone!!
iTunes does make it easy to import contacts. It's readying the contacts beforehand that can make it hard.
Import all of your contacts from your three sources into Outlook. Sort through and eliminate duplicates and make any changes that you see fit.
My situation is pretty unique, so I don't know if it'll be helpful to anyone else, but here's what I've done so far:
1. I have a Google apps account through my work, setup to show up as exchange on my iPhone.
2. I have the Google apps sync tool on my PC, which syncs my outlook contacts to my Google account.
3. I cannot install the iCloud sync tool because I have Windows XP (still the most common business OS, so until my clients stop using it...), and the sync tool requires Vista, 7 or 2008. I do have a test server I run 2008 on, so I synced that installation of outlook (hey, it's not a real server) to my iCloud account, then exported the contacts to CSV, copied that over to my PC and imported to outlook.
My Outlook contacts auto-synced to Google, and from there into my Exchange account on my iPhone within a minute. Now everyone is on my iPhone finally, under my Exchange account. I then used Google's "find & merge duplicates" tool to do just that, so everything is beautiful. As long as I never change jobs and give up this email address, of course.