Entourage doesn't sync directly with iTUnes to your iPhone. Entourage syncs indirectly though your iCal and your Address Book programs via iSync.
First, make sure you have reset all sync settings. Go into iSync (in your applications folder); in the menu bar select iSync>preferences> reset sync history
Then make sure your sync is enable in Entourage -- it's under preferences for syncing. Sync with iCal, sync with Address Book
Before you sync your iPhone, make sure you open your iCal and your Address Book and assure that your Entourage and your iCal calendars and the address book contacts are now identical. iCal should create a new calendar called Entourage and all those items should now be in your iCal. If they are not, then something is wrong and go back and try to resync them.
If your entourage data is not showing up in iCal and Address Book, it isn't going to sync to your iPHone.
One word of warning -- people have reported consistently that using Entourage can cause duplications in your calendars, and at times, changes made in Entourage just disappear from iCal, and when synced, they subsequently erase in Entourage. This has gone on since the first iPhone, and continues to this day with the newest versions of software.
Personally, I got rid of using Entourage and now sync only with iCal and with Address Book on my Mac. It works flawlessly and no headaches. Unless you absolutely have to use your Entourage for work reasons or the like, I would recommend NOT using it if you are going to be syncing to a smartphone. To do this, once you have synced Entourage with the mac programs, go back and deselect the sync options in Entourage preferences.
Good luck -- theoretically it should work just fine. Practically, your not going to be happy syncing to Entourage.