Best plugin(s) for building email list?

I'm currently using a plugin called Double-Opt-In-For-Download to give away an MP3 when somebody signs up for my email list. It's a bit clunky and I'd like to replace it. Since I recently signed up for WPMU, I'd like to know what plugins you have to best do this job.

My requirements are pretty simple:
1) A signup widget that I can place in the sidebar of a page
2) A popup version that can be set to show on exit
3) Add the new subscriber to my Mailchimp list and send them to a "thank you" page with the download link.

What plugin(s) do you offer that will give me this functionality.

My current site is