There are a number of posts about this on the net already and I followed them with little success. I've figured out the reason why. Here's the setup of the phone:
Firstly install Mail for Exchange. Once that is done configure your initial profile using the appropriate details i.e mail server is m.google.com, your email@example.com, password, secure connection etc. Make sure you go through and tell it to sync email (obviously) and calendar. DO NOT try to sync Tasks. This was the issue I was having. It kept saying (annoyingly) "System error. Try again later." I refreshed the profile, I started again, I re-installed Mail for Exchange. Oh my god it worked! The sync worked immediately, cleaning up my calendar, tidying my email. Ah sweet sweet workings. Very nice.
So to be brief - don't enable task synchronisation. It doesn't work and isn't supported.
The combination of the ever sexy Nokia e66, Mail for Exchange and the wonderful gmail make for a winning combination. It's on a par with my iPhone syncing to exchange in a phone that has much better battery life. As a busy person I have two calendars all the time - work and personal and using two separate, fully live and updated devices makes for a much more organised life. Theoretically I won't miss anything now... theoretically :-)