Not sure which phone you have, but on the Captivate I went to 1) Contacts 2) Hit the settings button 3) Chose Display option 4) choose which one you want to be able to see (i unchecked everything but Phone (excluded SIM, Google Mail, and Facebook contacts).
This happened because you synced your contacts I'm guessing when you synced your e-mail and facebook info with the phone. And if you want to REMOVE them from the phone you actually have to reset the phone to factory standards and then the next time you add an e-mail and/or facebook info you have to choose to not "sync contacts" (again this was on the Samsung Captivate so might differ from your phone)