I use Entourage at the office... It requires that the Exchange server be set up with Outlook Web Access because it uses WebDAV rather than the MAPI protocol that Outlook uses. As you said, that is supported on your Exchange server.
Sadly there is no easy way to import a .pst file. Outlook is the only email client in the history of email clients to not support the standard mbox mail format, and that's one of the (many) reasons I think Outlook is by far the worst email client in the history of email clients.
There are some Applescripts out there than can assist, and I've heard of people using Eudora as a tool to import and export mail. I went through a laborious task of migrating folders from my .pst folder into Entourage by using the Exchange server as a middleman of sorts (dragging a folder at a time from my .pst file in Outlook onto the Exchange server, then dragging the folder off the Exchange server using Entourage).
There are a few shortcomings in Entourage -- for one, Entourage only supports plain-text and html mail. Although it has no problem
rendering the rich-text messages you get from your co-workers, you cannot create them and even replying to them tends to muck up quoted text (do you ever get embedded tables in your messages that have been created inside of Word or Excel? When you reply to those messages, the tables won't look right on your replies).
Another limitation is that for some reason, Microsoft did not include the Out Of Office tool in Entourage. You can set up rules to autoreply, but I've found that those can make a huge mess of things -- for example, you go out of office and you set up a rule to auto-reply with an out-of-office message. One of your co-workers sends you an email and sets their out-of-office. Your rule replies, and you get their out-of-office. Your rule replies to that. You then start and endless chain of out-of-office replies
There are ways to tweak the rule so that doesn't happen, but I never bothered to try. I simply go in with my BlackBerry and set my out-of-office that way.
So now that I've made Entourage seem like a hopeless email client, it also has some features that I think make it so far superior to Outlook that I'm willing to overlook those two points.
- No ActiveX/VBA scripting. That means you'll never get infected by one of those crappy Outlook viruses. The ILOVEYOU virus that went around a few years ago? I opened it in my mail client to see how it worked without fear of infection or of spreading the misery. This alone is worth dumping Outlook.
- Project Center. I believe this is coming to Windows with the new version of Office, but it was missing from 2003. You can assign projects to contacts (and also set up subject-based rules), and all emails that either fit those rules or that come from that project's contacts, calendar events (meeting requests that fit the subject rules or that come from a project's contacts), and email attachments are then associated with a project. The project center then gives you a visual overview of those projects, recently received emails and attachments, and upcoming associated meetings. While this feature may not sound at first like something you'd use, it rocks.
- .mac sync. If you have a .mac account, your contacts and calendars (and notes if you want them) will sync with .mac. You can then access this information with any web browser, and import it onto another Mac using iCal and Address Book.
- Spotlight support. All of your emails are indexed in spotlight for easy searching.
Entourage does support your Exchange-server based contacts and calendars (meaning they have to be stored on the server, not on your local machine).