Junk mail handling
Every program has a junk mail filter that's applied to incoming mail. Suspected junk is either moved to a special folder or is simply marked as "junk." Thunderbird and Mail can improve their screening abilities through training; as you manually classify messages as junk or correct erroneous junk classifications, each program gets progressively better at the task. Thunderbird can also help protect you from phishing by alerting you to messages that appear to be scams.
Mail includes a special antijunk feature that I've always wished for: Rather than just deleting junk mail, you can opt to send a response from your mail server indicating that the e-mail account doesn't exist! In theory, this tactic should result in your e-mail address being removed from the spammer's mailing list. Unfortunately, spammers generally don't supply real return addresses, so while bouncing these messages may make you momentarily feel good, they won't have any real impact.
You can save individual messages from any of the programs as ordinary text files. In Entourage, the Export command enables you to back up entire accounts, message folders and other items, such as notes, tasks and calendar events. You can also back up any Entourage or Mail folder by just dragging it onto the Desktop to create a mailbox file. To back up a Thunderbird mail folder, you either need to locate it in the Finder and make a copy or install the ImportExportTools add-on.
Message handling and management winner: Entourage.
This category was almost too close to call. All three programs offer excellent tools for automatically handling incoming messages and reducing the influx of junk mail. However, only Entourage provides tools and techniques for easily backing up individual messages, complete message folders and data from its other components, such as appointments and tasks. In an e-mail client, backup is too critical to be relegated to manually tracking down files and copying them in the Finder, as Mail and Thunderbird require.
Making the switch
After digesting all this info, you may decide it's time to try out a new program. When you update your existing program, old messages and contact records are usually imported as part of the process, but switching programs, on the other hand, is not as simple and straightforward. Depending on the programs you're switching between, you may discover that importing your existing data is easy, requires a little or a lot of work, or is downright impossible.
Importing into Thunderbird
Thunderbird can't directly read contact data from OS X's Address Book (used by Mail) or from Entourage. Although Address Book data can be exported in vCard format, Thunderbird can't read those files either. Entourage can export its contacts to a compatible, tab-delimited text file that Thunderbird can import; however, the process of matching the address fields in the exported data to Thunderbird's fields is painful, complex and time consuming. You may find it simpler to first open Entourage's exported address data in Excel, rearrange it and then import it into Thunderbird.
Messages can only be imported into Thunderbird from Eudora or Netscape Communicator. However, you can install an ImportExportTools add-on that enables Thunderbird to read message files in mbox format. While Mail and Entourage can both generate an mbox file by dragging a message folder onto the Desktop, Thunderbird can only read the ones created by Entourage. (Mail creates a folder-based mbox variant that other programs aren't designed to read.)