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Regardless of whether you continue with Outlook or switch to Mac Mail, IMAP is the way to go, as others have pointed out.
Apart from being able to see your all your email (sent or received) on any device, a big plus is that there is no risk of losing all your email, as happened to me in the past, when I used POP. What I do, when the volume of my mail begins to approach the storage limit at my ISP, is move older mail into a folder on my computer, rather than pay for increased storage space. My ISP, Apple, already has enough of my money!
As an aside, the other day I was browsing in a bookstore and ended up buying "El Capitan - the Missing Manual". I had not looked at an OS X book for years and I was surprised at how many features I was unaware of. Buy it - you will find it very useful.
Even at 7 years old it ran quicker than a brand new Windows laptop I got from work.
Talking about speed, I replaced the hard drive on my MacBook Pro with a 1 TB solid state drive (SSD) about a year ago. The performance is staggering compared to what it used to be. I would not buy a new computer these days without an SSD.