I've never saved to anything other than my Google account. It keeps me synced across all my phones, whether they have SIM cards or not. But your question is answered in the manual...
Importing or Exporting Using a Memory or SIM Card
You can export your contact list to an installed memory card or
the SIM card, or import a list of contacts (previously exported)
from a memory or SIM card.
1. From the Home screen, touch Contacts.
2. Press the Menu Key, then touch Import/Export.
3. Touch an option, then follow the prompts to complete the