You made a good choice with Thunderbird.
As far as safety and security goes, using computers period is a security risk. Your information is never 100% safe all the time. Vulnerabilities are always being found, and software is always being updated. It's a never-ending cycle. One email client versus another...there isn't much to compare really.
Most email providers allow for encryption between the server and your computer (to keep your emails from being read by someone else). You simply have to choose the right settings.
I have never used another email client, so I can't advise on any good free alternatives. See here: http://en.wikipedia.org/wiki/Comparison_of_e-mail_clients
Here are the main differences between IMAP and POP:
POP is a one-way download (of new emails only) from the email server to your email client. When you delete an email in your client, it stays on the server. When you send an email in your client, it does not get put in the Sent folder on the server. Server > computer only
IMAP has more features in the fact that it pulls everything from the server (including email folders) and syncs everything back to the server. When you send an email in Gmail for example, it will show up in the Sent folder in your webmail (Gmail in your internet browser). Everything goes both ways. Whatever you do in webmail is reflected in your client, and vice-versa.
IMAP is better if you switch between webmail and your email cleint a lot and need everything to stay synced. Some email providers don't have IMAP, though, so POP is your only option if that is the case (I know Juno doesn't have IMAP, which is why I switched to Gmail).
Does that answer your questions?