This could be a thread all its own.
Here is a high level view:
BB: The king of push, nice integration with Exchange for all PIM, calendar, contacts, mail, notes tasks. You can file mail on the device. You need a BES server to really make it shine.
WM: Integration via Microsoft Active Sync. I dont know what is exactly involved, but do know some of the network guys in our company use it and it works well for them, no complaints at all.
S60: Support Blackberry Connect for push mail, but there are some limitations. I believe contacts and calendar are supported now as well. Need a BB dataplan as well as a BES or BIS server to connect to. Also supports a free program from Nokia called Mail for Exchange. It syncs mail, calendar, contacts and tasks. You cant file mail. It is not a bad solution. The native mail client support IMAP if IMAP is open to your exchange server, but that is only for mail support. Tkao2025 has mentioned Roadsync in this thread as well, but I have never tried it.
My personal favorite and totally no brain functionality is the BB. The interface is pretty much butt ugly, but it gets an A+ in my book for functionality. The new BB devices are suppose to get a facelift and support HTML mail.
Edit: poor spelling.