Is your new phone a BlackBerry? If so, just do a backup of your old device with BlackBerry Desktop Manager. You don't even need to sync to Outlook. Just create a backup file and save it somewhere where you'll easily find it. The default location is best because Desktop Manager will easily find it when you restore your new BlackBerry from that file. Data (contacts, calendar, etc.) and settings will all transfer over.
If your new phone is not a BlackBerry, how to move your info will depend on what model that new phone is. Or if you can do it at all.