If you have them synced to gmail... that is where they are. The BEST place for them, is in the cloud. So long as you have an attached gmail account, and they show up when you log in to web gmail, you are fine.
When saved to the SD card, it cannot save EVERYTHING, and it comes back messier. Unless there is a reason not to use gmail? Even then, it is easier to export from gmail itself to many formats.
EDIT- If you go into your CONTACTS and hit MENU... do you not have IMPORT/EXPORT as an option?