External drive: unless the drive is encrypted or damaged your Mac will be able to read the drive contents without any additional software. A Mac without third party drivers can read but not write to a drive partitioned as NTFS. Third party software exists but the better solution is to copy the data to another drive reformatted as FAT32 or Apple's native HFS+. Due to certain filesize limitations, I'd choose HFS+ and if you need compatibility with Windows computers purchase DriveMac which allows a Windows computer to read HFS+ drives.
Files created on programs that don't have Mac versions: Run virtualization software or use BootCamp to run those Windows programs until you can find a way to do without them. While you might not find a file compatible Mac program usually you can find a Mac analog.
Fan Noise & Heat: Since Macs use the same componants as Windows computers they share the same thermal issues. My Mac is quieter than every Windows notebook being used in my office and where I work Windows notebooks are replaced every 24-30 months while Mac notebooks are replaced every 30-48 months. The Dells and HP notebooks die quicker.
For me an optical drive isn't a necessity but it is a convenience. Obviously I need to use some optical drive to rip CDs or transfer video from a CD. The last program I bought that required a CD for installation was Snow Leopard and Office 2008. Everything else has been downloaded. I either share my desktop Mac's drive or let my iMac do the heavy lifting and then copy the digital file to my MBA
A new Mac has a 1 year warranty and 90 days technical support where you can ask any Mac related question. AppleCare extends the warranty and support to 3 years. I always recommend noobs buy AppleCare unless they have someone local and patient to help with their learning curve. Windows users will find there's a learning curve, yes, under the hood the Mac is different from Windows. Windows users come with a mindset (I know I did) and it takes time to learn the Mac way. If nothing else, should you decide to see your Mac within the three years, AppleCare coverage is a plus when you sell it.
You are obsessing switching is easier than you fear.
You see From what I know my portable hard drive is Fat32 formatted. I usually download music using a 3rd-party software. After the download I then transfer them to my PHD then in turn transfer them to a connected device like my Android phone via USB. Would that be an issue you think?
Another worry of mine is my Android and Nokia Symbian devices. I fear that I couldn't connect my HTC Incredible S Android 2.3 phone via USB properly to a MacBook Air I.e. it wouldn't see it.
And for the sake of argument what do you guys think of Ubuntu?
FAT 32 is absolutely no problem. The Mac will operate with it seamlessly. The only drawback is that you can't use a FAT 32 partition as either a boot disk, or a Time Machine disk. That's it.
I run Ubuntu on my Air via a Virtual Machine (Fusion). Eh, it's a toy. I see no compelling reason to call it otherwise, for my particular purposes. It runs rather flawlessly and is pretty fast. If you have reason to need it, you won't be disappointed running it on your Mac Air.
I too only use my external Superdrive for ripping CD's and the occasional DVD. The number of times I needed it for software in the last two years was twice.
It's handy to have. I would recommend it. But I don't see a need to have it with me when I travel.
You are going to love your MacBook Air.