The easiest way I’ve found to import your mail from Thunderbird into Apple Mail is to use Gmail’s IMAP service. Just upload all your mail from Thunderbird to Gmail over IMAP, and then download it back into Apple Mail, also over IMAP. (Of course this assumes you don’t mind Google having access to all your mail…)
Gmail’s IMAP import worked perfectly for most of my emails, except the ones that were received through the MS Exchange Server at one of the companies I used to work at. All those mails ended up being displayed in Gmail with “(unknown sender)” and “(no subject)”. When opening them the content was OK, but the mail headers hadn’t been correctly parsed.
All the mails had a “Microsoft Mail Internet Headers Version 2.0″ line in the header. I found that by manually editing Thunderbird’s mail files and removing that line from all the affected emails, they could then be imported to Gmail successfully.