One of my new fave apps:
Fonebook is used to transfer contacts from Facebook™ to Outlook®. If your phone then supports Outlook® synchronization you should be able to have your contacts photos on your phone when they call you!
The only thing I don't like is if I have a better picture for the person already in my Outlook (2007) contacts. Fonebook replaces it or creates a duplicate. Annoying, but I am able to live with it.

So far it's worked great and prompted me to make sure that I have the most updated info for my contacts.

Now... is there something similar for LinkedIn?