I use Entourage at work and iCal/Mail/Address Book at home. I am MUCH happier at home with independent programs. But it dpends what you do with your mail/PIM. I have to use Entourage at work because the rest of the company uses Outlook to schedule meetings. And lately when I get meeting requests, I can "Accept, Decline, Ignore", and it gets automatically put in my calendar.
Entourage is a monster of a program though - confusing settings, not intuitive - well it's an M$ product. Just as an example, to set up Entourage you have to go to several menu items: "Entourage" -> Preferences *and* Mail and News Preferences. "Tools" Accounts, Signatures, Junk Mail Filter.... The settings are spread ALL OVER the place.
I have changed machines a few times in the last months and hated it because setting up Entourage was always such a pain....
With Mail.app and iCal, I back up my settings and data to the .Mac server when I need to rebuild the machine - and then voilá - everything is back to the way it was when I restore.
Plus it's cool as Sh*t when I start iCal and the dock icon changes to the current date and Mail. app shows on the dock icon the number of unread messages.
Just a few rambling thoughts...