Personally I find Outlook brilliant when connected to an Exchange server.
But for any other kind of server connection I just found it frustrating and irritating. I found this when I migrated my email server from Exchange 2003 to using Exim and Maildir folders. I quickly changed to Thunderbird and now connect by IMAP and haven't looked back since.
If you are indeed picking up your email from an Exchange mailbox over IMAP and you're using Outlook then look into other connection methods that will provide a better experience.
If you have a Front End Exchange Server providing Outlook Web Access try enabling the RPC over HTTP connection method, this way you can connect to Exchange over the internet as if you were sitting on the local network with your Exchange Server.
Some Exchange 2000/2003 Server Performance tips:
If installed on a server with 1GB+ RAM ensure memory is optimized for Exchange: Add /3GB and /USERVA=3030 to boot.ini
Ensure any desktop Anti Virus software has the appropriate exclusions applied: Overview of Exchange Server 2003 and antivirus software
Don't Install Exchange to a Domain Controller
Ensure the following registry value is set to 0: HKLM\SYSTEM\CurrentControlSet\Control\Session Manager\Memory Management\SystemPages
Ensure the following registry value is set to 0x00040000: HKLM\SYSTEM\CurrentControlSet\Control\Session Manager\HeapDeCommitFreeBlockThreshold
Use a Front End server for Outlook Web Access and RPC over HTTP, preferably in a DMZ.
Apologies if this is beyond the scope of this thread