I am very much in the same boat as you as a long time Windows Mobile user (presently with the XV6900). There are several ways to do what you are asking but as of yet, in my opinion, none are great.
One is CompanionLink (companionlink.com/androidusb/ol-android-usb.html). While it does use a USB cable, it uses its own custom apps for calendar, contacts, and everything else. It is unclear to me at this point how big of an issue that is. For example, if you are trying to make a phone call and all the contacts were imported into this custom program, will it find them?
The next is Missing Sync (markspace.com/products/android/missing-sync-android.html). It does what we both want, importing the data right where it is supposed to go, but they aren't quite there yet. I have been watching this software for months and slowly they add features. For example they just recently added the ability to sync notes. They still don't let you sync Calendar as of yet.
Lastly the backup plan for me at the moment is using Google's own sync software so you will sync your calendar and contacts with Google's website automatically and your phone will get the info from Google. I am not a big fan of this as I don't particularly want my info online and I would rather it go straight to the phone if I happen to be going somewhere with no internet access. Like I couldn't sync my phone if I was abroad.
So, I am waiting for Missing Sync to get done and until then am planning on using Google's service.
As for Bluetooth dialing, I imagine so but I am not sure.