Hi,
A local or roaming profile and not a mandatory one!
You can use Newprof.exe to create a link to your Exchange Servers but usually the user knows how to configure Outlook.
Also, I'd recommend putting all your Exchange Servers server name and ip address in hosts and lmhosts so that Outlook can resolve the server name faster than just using DNS/WINS.
Before now I've ran Winmsg.cmd from the Application Compatibility Scripts, that is, if you are using them, don't know if it helps or not but just do it!
Hope this helps,
Carl.