how to save numbers from iPhone 3GS to sim card so can be transfered to iPhone 4

iPhones don't store any data on SIM cards.

iPhone: Transferring information from your current iPhone to a new iPhone

The iPhone does not support saving contacts on the SIM card which is very limited.

Contacts are designed to be synced with a supported address book app on your computer which both iPhones can sync with.

http://support.apple.com/kb/HT2109

Is it possible to save the contacts at itunes using 3GS then sync it with the Iphone 4 phone?

So it's like basically a transfer of contact but only to phone memory.