Does Mail really tie you into one email client?

I just switched from using XP to Mac, and I've been debating Entourage (which I can get free through my school, Mail, or Thunderbird. I was using Outlook. I've read a lot here and elsewhere about the pros and cons, but the one point that still has me wondering is whether or not moving everything to Mail will really make it difficult in the future to move to a different client, say Thunderbird, or Outlook, or whatever. Are there ways of doing this that aren't too painful? Sorry, I don't mean to be such a pessimist about staying with one thing from the start, I just want to know for the future...

If you use POP3 for your mail, then it always downloads directly into your mail client locally. The individual mail clients will have their own format for the file that the mail ends up in.

If you have access to a mail server that handles all mail on the server (ie. via IMAP) this problem goes away, as any mail client that can connect to the server can see the mail on it.

If you drag a Mail mailbox or folder to the desktop, you'll get a .mbox archive that is compatible with Thunderbird, Eudora, or most other programs.