Okay, I just looked at a Samsung Fascinate that I have access to. If you open up the Contacts app and look at your list of contacts. On the right side of the person name is a symbol. One symbol looks like a g in a box. Those are your Google contacts. Another symbol looks like a person in a box (or the same as symbol for the contacts app icon). The contacts with this symbol are only saved to the phone. Some contacts might have both symbols meaning that two contact entries have been linked together. Some information is saved to the phone and some saved to the gmail account.

You can export your entire contact list to your SD
card by pressing menu and choosing the export option.

You can also log into your gmail account from a computer and go to your contacts and under more options (I believe), you can export your list of contacts from there.