Ya. Exchange is 'teh sux'. Very difficult to work with if your not Microsoft.
Out of different email clients I've tried probably the only GUI ones that I personally would consider using is probably Evolution, Balsa, or Thunderbird. I've tried stuff like Claws and Sypheed, but they tend to make dealing with html-formatted email way to difficult or are otherwise to 'elite' for me to be comfortable to work with. (keep in mind that html-formatted email is a swear-to-god internet standard) Other people will probably like them, but it's just not my speed.
It should end up being better when Gnome gets webkit support into Evolution and friends and gets rid of the old gtkhtml stuff.