Exchange 2010 only allows 1 IMAP/POP3 account to be logged in

How do I setup IMAP (client and server) so that every client using the same email account has the same folder structure.

If all clients are accessing the same account then their folder structure will always be the same. This is because all folders are stored server side, so there is only ever one master copy.

Saying that, you can affect the "view" of that folder structure by what is called subscriptions. Which is a record of which folders a client wishes to see. However most subscriptions are also stored server-side. So if all clients are connecting to the same account then their subscriptions should all remain the same.

These is an IMAP alternative to this called shared folders. Which allows clients with different accounts to share a folder from another location. But if you're not providing the IMAP server yourself then it may not be available. So we'll go no further with that.

Our server mail setup doesn't support email rules ("if sender is foo, move email to Important"), so there is no way to centrally and automatically send emails to certain folders. Is there a way to solve this? We are using Outlook Express on Win XP PCs, but I rather not create the rules on each client as this is cumbersome to maintain.

Without the use of server-side filters there isn't much you can do about this.

Should we migrate from Outlook Express to another client that isn't tied to Windows (we're currently using Win XP on all PCs)? I mean, Outlook Express has been replaced by other software in newer versions of Windows so using, say, Thunderbird might be safer?

Outlook has never been a great IMAP player. OE's implementation of the IMAP spec has always been OK. Certainly it performed better than straight Outlook for a very long time. Outlook 2007 was the first straight Outlook to really work, having finally added support for server-side Sent Items. But there are still a heap of things missing. Such as the ability to use other server-side builtin folders and define delete actions.

Thunderbird does however perform very well. The biggest blocker for it's uptake (IMHO) is it's unfamiliarity to Outlook users and lack of corporate image. If you're able to make the change though, as in your users won't mind, then absolutely do so.

Being able to reply from one of your aliases in Exchange is a question that gets asked a lot, and unfortunately there is no easy solution, despite people asking for it since Exchange 2000. As far as MS is concerned email addresses you have setup as aliases are just a way to route email to you, and that's it. Take a look at this question that talks about being able to send from alternative addresses.

In your situation, what I would suggest is to set up separate mail accounts for these addresses you want to send and receive from, and give the user who needs to access them full permissions, including send as rights. They can then add these mailboxes as additional mailboxes in Outlook, so they can operate them through a single Outlook instance, but they remain as separate entity's.