You won't need much spam protection if you didn't use BT Yahoo. They will sell your email address so you get spam then sell you anti-spam software to stop it...
But if you must, Thunderbird is pretty good and, like when comparing IE to Firefox, it's not a gaping security risk. =) It will import all of your OE contacts and mail so you won't have to spend hours doing that. It also has inbuilt antispam features but I have no idea how good they are. As for all of the progs you listed, it won't interfere with any of them, it'll just replace Outlook Express (if you set it as default) and work just as that did...
I still believe the best thing you can do to guard against spam is to set up a junk account (hotmail or yahoo or something), send site registration forms and stuff to that. Anything important you keep on another account (not hotmail, yahoo, etc)... but that is probably just me =)