Finally found a way to do this... sort of.
From old phone, sync'd contacts to Google (via wifi). Fired up new Captivate and sync'd contacts down. This created a google contacts folde, in which numbers can't be given custom ringtones and are linked to subgroups.
However, using a contacts backup, I was able to copy the contacts to the sdcard, then go back and import them- to the phone. Then I can go in and assign uniue pics and ringtones. But, GEEZ that's taking forever. You should be able to keep all your contacts settings and move them over!