I had a Hotmail account for over six years before switching to GMail -- and I've never looked back. It wasn't difficult, really. I just made sure all the people whose e-mails I actually wanted to receive knew the new address, and I checked the old one with decreasing frequency just to make sure I hadn't missed anything.

Switching e-mail providers is kinda like switching operating systems. It's not seamless, there's a learning curve, but if you realize the advantages and are willing to put in a small amount of effort, the payoffs can be huge.