For full functionality with Exchange 2010 you will need to have Outlook 2010 anyway. On anything older than Outlook 2007 you don't get everything.
You will have no Outlook Anywhere, the dual OOTO messages must be set through OWA etc.
Office XP isn't even supported any longer. While Exchange 2010 is a quality product - what Exchange 2007 should have been (but that was the same with Exchange 2000 and 2003) the client version is key.
Simon.