First of all, I fully recommend Thunderbird as well with the addition of the Lightning option to have calendar/scheduling functionality as well (if you want that). Secondly, I wouldn't necessarily agree that there is nothing wrong with Outlook Express. It's kind of a virus/spyware magnet. Not so much because it's bad code or anything, but more because it's popular due to the fact that it comes standard on a large percentage of PCs sold with Windows. People that write viruses/spyware/malware want to cause as much widespread damage as they can. So of course, they are going to target applications that see the most use. This is also why I don't recommend using Internet Explorer unless absolutely necessary.
Another email client I've used and liked is Evolution. Lots of functionality, plays nice with Exchange for the most part, but only runs on Linux as far as I know.