Just wanted to add my two cents...
I just switched from my Palm Tx to the iPhone 3GS and needed to transfer over all of my calendar data from Palm Desktop (I don't use Outlook, although it is installed on my computer). I had a hard time finding an easy way to do this, and I didn't want to pay a lot of money, but I eventually found Companionlink for Google. It took three steps, but it got the job done - and the trial evaluation was free!!
Sync CRM and PIM data with iPhone, BlackBerry, Palm Pre, Windows Mobile, Palm OS and Google - CompanionLink Software
Essentially, what it let me do is first sync my Palm Desktop Calendar with Google Calendars. I then used the program a second time to sync Google Calendars with Outlook (which was important, because I have Outlook 2002, which Google does not currently support). After that, it was easy to get iTunes to sync with Outlook and transfer over all of my calendar data.
I didn't sync my contacts, but it does that as well. It also seems to work for other phones (like the palm Pre), and if you purchase the full version you can use it to continually sync your data back and forth.
Hope this helps!!