I use eudora for OS X. I found that Mail was incredibly slow, so much that it was a pain to use. I have around 10,000 messages in my inbox. I like to save all my mail and be able to sort it to find old messages. Anyway, Mail is constantly scanning all these messages and filtering them, even though they have already been filtered! Eudora has plently of filtering capabilities also, but implements it much better. Eudora handles my mail so fast its not even funny.
I have not used Entourage, although if it is anything like Outlook, I would probably prefer it to Mail + Address books + iCal. I dont think the interfaces to Address book and iCal are the best, and I would rather use an App that integrates all three seamlessly.