How do I save contacts to my sim from my phone?

I really don't think you want to do that.  The SIM really doesn't offer any of the possibilities that the phone memory has.  No addresses, no multiple numbers or mail addresses, etc etc.

But if you really insist on transferring, go ahead.  There are no tools or menu options that I know of, so basically you'll have to re-enter each contact as a SIM contact.

There are tools to export them to the SD card, but I have doubts about their effectiveness because lots of people still lose their contacts even after backing them up there.

IMO the best solution is to convert them to Google contacts.  You can read the details on your phone and enter the "new" contacts on the PC in your gmail account.  Much easier and faster. 
When using Google contacts, the contacts are synced between the phone and your gmail account.  Any contacts entered/changed/removed on the phone will then be changed accordingly in your gmail account (and vice versa).  If you need to reset the phone for any reason, entering the google account details will let them sync back to the phone.

Once again the only real solution is to do it manually.  However there's a little trick that makes things a lot easier

Open Google on the PC, then click the gmail link (somewhere at the top).  Log in to the gmail account you have set up on the phone.
Near the top left, you should see 3 links just below the gmail logo.  One of them is for your contacts.  Click that one and add a contact.  You can read the contact info on your phone and enter it on the PC.  Goes a lot faster than entering them on the phone.

You can add mutiple numbers and addresses, but some of the buttons and links right next to the fields are gray, which can make it difficult to see them at first. 

One tip : turn off the phone's internet connection while doing this, and only turn it on again after you finished putting the contacts in gmail and deleted the phone contacts.  Otherwise it'll sync while you're busy and you'll end up with lots of duplicate contacts.  That makes it difficult to delete the right ones.

And what about the options from manual?

Phone - Menu - People - Menu...

There is an option import/export contacts to/from sdcard...
This will produce the file on sdcard (in root of sdcard)
with name pcsc_pcsc_00001.vcf
Next time pcsc_pcsc_00002.vcf...
In this file are stored all contacts from phone memory...

After reset of phone you can import contacts from this archiv...

I use this to backup my contacts from time to time...
Never try this, but i think it must work....