Yes you could set up Exchange and BES. You can then use Entourage (or mail.app and iCal) to access Exchange and wirelessly sync with your BB (using BES 4.0).
You could use an exchange / BES hosting service that would save you some cash and time (search this site for some recomendations).
What I do, is use .Mac to sync my calendar / todo / address book and PocketMac to sync to my BB. That way all my Macs and BB are kept up to date. My email is on IMAP servers so I use BIS to collect and redirect to my phone. The only downside of this is that my BB email is not in sync with my IMAP servers (it's just downloaded to the BB, not synced e.g. if I delete or read something on my BB, that's not reflected in my IMAP mail). I believe that the new version of BIS (used by T-mobile) may fix this.