My wife's OTA wiped out her "phone" contacts; they never returned. Her "google" contacts re-synced successfully though.
Again, I wonder about the differences we're seeing wrt to that.
None of my contacts were touched at all; all data remained as it was in 1.5.
Changes were all having to do with the "scenes," they all vanished, however the elements of them remained, that is the wallpapers and lock screen backgrounds.
On a different subject altogether, the Market differences are vastly improved. I am not sure about the offerings yet, but the way it is formatted is excellent. I am not much of an app freak, only have a few, but it's good to see an attractive, intuitive almost professional looking utility like that turned out to be in 2.1.