For Exchange support, use Evolution. Photoshop, InDesign and Illustrator (CS2 at least, CS3 support is still being perfected) all work well in Wine. You can install IE 6 in Linux to run ActiveX if necessary, and there are firefox plug-ins to implement ActiveX as well. OpenOffice.org doesn't support VBA macros deliberately as they are a huge security risk. OxygenOffice, based on OpenOffice.org, does support them. As far as group policy updating, you've clearly never used APT.
Old meme is old. GNU/Linux is quite competent and capable in a Windows world.
On topic, I upgraded to Intrepid Ibex beta two weeks ago. The speed increase is palpable, and Hardy Heron was still much faster than XP, while being easier on the hardware (In XP and Vista, my CPU fan just runs constantly. In Linux, it only runs when I've been compiling a program for 15+ minutes).