There is no known way to do this bidirectionally. You can basically subscribe to things with a number of drawbacks. This at least gives you some read access, but it's far from perfect.
The Strategy is to sync as much as possible into Thunderbird / Lightning, then Sync Lightning with my windows mobile phone via Birdiesync. (If you use Outlook instead, then obviously doesn't need Birdiesync to work, it does it with activesync)
CALENDARS
* sync all calendars you need into Lightning (outlook should be similar) via iCal (red icon in the top-right of any calendar)
* This way i can also integrate other public calendars from Google Cal, Basecamp, in-House servers,...
TASKS
* no solution yet.
CONTACS
* regular CSV dump, then Import into Thunderbird address book.
Totally clumsy manual procedure with lots of room for human error. Hopefully this situation will improve sometime soon.