I use Linux and hence use Kontact. Another Linux alternative is Evolution (which I hear might be ported to Windows). Both are PIMs (Personal Information Managers) and have e-mail, calendars, contacts and to-do lists. As you might expect with Linux, both are free to download and use (a la Firfeox)!
If I used Windows I would use Thunderbird. I am rather interested in something called Chandler which is being developed as a Open Source Software alternative to Outlook. You can find Chandler if you are curious at
http://osafoundation.org/. It is currently at version .4 so it has a way to go.
Cheers,
art