I'd say follow the same rules as any archiving of media:
Pick one format and migrate all of your messages to that: In this case, I'd say mbox. Thunderbird and most other mail programs read it and you can get most of your mail into mbox format via IMAP/Thunderbird from whatever mail client can read your old ones. You can store your mbox files locally in Thunderbird and gain Thunderbird's searching (for instance) without the need for an actual back-end. I was able to read some mail stored in Netscape Mail because it was just mbox files and opening them in Thunderbird was a breeze.
Most importantly: Every 5-10 years, re-evaluate your storage choice. Is Thunderbird still around? Is mbox still pretty well regarded? If you find you need to migrate again, do it! If both are still active / supported, then hold onto 'em. The only way to perpetually maintain media access is to make sure your choices are still valid on a regular basis. This is true for any media: As the old formats go obsolete (cassette tape, VHS), you need to migrate that data to the next readily accessible format (CDs, DVDs; FLACs, MPEG(?)).
I think the biggest problem is that you have a mish-mash of stored files right now. You'll save yourself a headache in the future by tearing the band-aid off now and taking the time to get all of your mail into one format. Then, in the future, when you need to convert, it'll be many steps easier since you won't have to visit Slashdot and find out what to do about your mail again next time. :)