There is the Google option. Keep it in the cloud! Likewise, Yahoo PIM is supported.
Other options include Novel Groupwise, Lotus Notes, MS Outlook and Outlook Express.
If you're a Mac user, PocketMac or Missing Sync (Mark/Space) allow you to sync contacts with AddressBook.app and Entourage. I recall that Eudora was also supported but I'm not so sure about that one as I haven't used it since my Mac OS 8 days.