I have used two different versions of The Missing Sync (Blackberry & Windows Mobile) and find it to be worth the money. I haven't had any problems using either version. While I haven't used it, I have heard terrible things about Pocket Mac, another program used to sync Windows Mobile and Macs.
Missing Sync will take events and phone numbers from your phone and put them into iCal and Address Book. It will even take the pictures on your phone and import them into iPhoto. Again, I highly recommend this program.