Sorry for the delay in getting these answers posted but my trip to the US and some hols have got in the way.

I was asked if SQL Express could handle Extended Stored Procedures unlike msde.  The answer is msde can handle XPs and so can SQL Express.  However this functionality may well be deprocated at some stage and one is advised to use CLR assemblies instead as they will be more reliable and easier to create.

The other question was can SQLiMail consolidate sent emails from different servers.  The answer is no, you will need to write a job to do this,  Sent emails can be accessed from sysmail_sentitems or sysmail_mailitems views.