What method or client are you using for syncing? That might help figure out what the problem may be. I personally sync with Outlook and have no problems (previously I never used contact syncing on any of my devices so when I wanted my contacts from my Blackberry it was my first time using Outlook to sync contacts from it and then to my iPhone). Many use Yahoo and Google so if either of those are the one you're using someone may have an idea for that. If you're using VZW Backup Assistant then that may be the issue. For some reason several people have mentioned issues with duplicates when using it.
Are there contacts in your Windows Live Mail that you do not want on your iPhone and vice-versa? Try looking at the following link (and perhaps the user guide either via your iPhone in Safari or view it from the link I provided...it is near the end of the article). http://support.apple.com/kb/ht1386