So far, I've found that the Exchange account settings in Mail.app does little more for me than hide some Outlook folders (minor disappointment, but I'll investigate further some other time), and that setting everything up (IMAP access, network shares and Wi-Fi) took around 5 minutes flat. Citrix took 2 minutes more.
LDAP and other niceties have been postponed in the interests of productivity (Remote Desktop to my XP box provides calendaring and tasks), but so far everything is running smoothly - and proves that you can, indeed, use a Mac in a corporate setting (provided you know what you are doing). Preview alone was worth the change (I have a bundle of vendor PDFs to review, and it just zips through them).
(Printing one of them out was trivial, too - setting up network-based printers is a snap.)
And speaking of speed, I now have 16 applications open (and twice as many windows) and the machine couldn't care less (this is a G3 iBook 800) - Exposé remains virtually instant, response times at console windows are excellent, Applications/Safari works with everything - except internal NTLM-authenticated sites, which is to be expected.