If I move to an iMac what sort of big changes will I need to be conscious of? I will be buying a high end iMac in the next refresh.

See this thread Sage advice for the new Mac switcher

One thing I do at the moment is run my network with a windows based server. Will "Time Machine" back up to that?

THere maybe a way, I know you can do it with Ubuntu, - Configure Time Machine with Windows Home Server 2011

I will also install bootcamp for some of the games I want to play still that are not on OSX natively. I really don't like the Magic mouse. Will any Windows compatible gaming mouse play OK with OSX?

Yes it will

Oh, one more thing, I run a webapp for work that only works with IE. What is the best way of me running Internet Explorer on a Mac?

See this thread Running Windows on a Mac: A Switcher's Guide