Your contacts are generally synced with your Google account (assuming your previous phone was an android) so simply logging into your Google account should sync your contacts to the new phone.
If for some reason they aren't synced to your Google account, then the second option would be to place the sdcard from your current phone into the old phone, go into your contacts, press menu and then select 'import/export' and finally 'export to sdcard'.
Now you would need to place the sdcard back into the new phone, go into contacts, press menu, select 'import/export' and then 'import from sdcard'
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Now if neither of those options work, or your previous phone wasn't an android, you can still send your contacts through Bluetooth (provided the old phone is Bluetooth capable)
The steps to send via bluetooth vary from device to device so you may have to look around the settings and see what you can find