They automatically sync, but it is useful to know a bit more than that.
By default, OmniFocus automatically syncs every hour. It also syncs 1 minute after you make a change. OmniFocus on the Mac will sync when you quit the application. OmniFocus for iOS will also try to sync whenever you put it in the background if you've got a change you haven't synced yet. Obviously, you have to have internet connectivity at the time of the sync.
Now, that's all well and good, but it is important to remember that OmniFocus doesn't sync directly to the other OmniFocus clients, but rather to the central database, which is stored on MobileMe, or the Omni Sync Server, or some other WebDAV server (if you use the "Bonjour" sync option on the Mac, it runs a server for you). Any other client won't pick up any changes made to that database until that client next syncs, which conceivably might not be for as much as an hour.
So, it's not a bad idea to tap the sync button when you are done using a device (to make sure that any changes do get synced to the central database), and similarly to tap the sync button when you start using a device (to make sure that any changes in the central database are present locally). As it turns out, this practice also makes it easier for OmniFocus to keep the sync database compacted so that syncing is a bit speedier. But even if you do nothing, if all 3 devices are running OmniFocus and have network connections, they should all have identical data within 2 hours of the last change. OmniFocus knows how to get the database back in order even if you don't sync between making changes, so long as you don't change the same item on two different devices without syncing them between changes. So, if you change the name of an action on one, and mark it completed on another, without syncing in between, you'll only keep the change which was made most recently — OmniFocus does the conflict resolution on a per-action basis. That usually isn't an issue unless you have multiple people using the same database and editing the same stuff (a boss and an assistant, for example), and OmniFocus isn't currently intended to be used in such a fashion (it isn't groupware).