Okay, here's an answer involving configuring the "mail" app in OSX to be able to use those 3 mail services. You mentioned using exchange, but we're going to need a lot more information as to how exchange applies in this case, as you're talking about 3 non-exchange options, it would seem,
I suggest you start by configuring "POP" access to your gmail accounts. In the gmail/google apps cases, you have to enable this setting for your account. There's a mail settings link in the upper right-hand corner of your browser screen for gmail - go in there and enable pop access. This guide has steps for configuring "mail" to work with gmail. This one is the same, but for hotmail.
Note that when setting up your google apps account follow the same steps as you did for gmail, but note, of course, your domain will be something custom, not gmail.com.
As for your contacts, a bit of googling has shown me you can export your hotmail contacts to file and import that in to "Address Book" - but I don't think that's what you really want.
Since you apparently have an iphone, you can sync your gmail contacts with the OSX Address Book.