Welcome to DF!
Hopefully I can offer some solutions. I agree with what leeshor said about trying AT&T's finder service. I'm on Verizon and I know they offer a similar service, though I've never used it before. There are definitely a number of finder apps though so you may have some options. Sorry but my knowledge is limited beyond that in this topic.
As far as music syncing I've heard DoubleTwist is a popular app to sync and move files to Android so that's one option. My wife is big on iTunes and has a huge collection (I don't use iTunes) and the way I got her collection to her phone is via Google Music. You can download the Google Music client and it will copy your entire music library (up to 20,000 songs anyway, but any music purchased through Google Play doesn't count toward that 20,000 I think), and it doesn't matter if it's in Windows Media player or iTunes or other places. You just choose which library to sync when you start it up and it will copy all of it. The downside is this takes forever. But the plus side is it's automatic and starts up in the background whenever you have your PC on so you could just let it go in the background over a few weeks and your collection should sync. If you have periods of slow performance then just exit the client and you'll be back to normal, and it won't start again till you either restart or resume. You can of coarse choose to not have it start automatically, but I found it more helpful than not.
If you go the Google Music route then to access your music you just download the Google Music app and sign in with your Google account, and you're good to go! You will, of coarse, be streaming your music collection, but you can have your music cached to your device in local storage for offline listening, which is helpful for those of us with limited plans. Just be aware of this so you don't stream your entire collection and then wonder why your data plan went out the window. Otherwise I've found Google Music to be the most straightforward way of keeping my whole digital collection in one place, and having it all available without taking up precious space on my phone. Just cache what I need and then add stuff as desired.
As far as using MS Exchange I'm not sure what is best since I don't use Exchange. Many of the basic email apps on Android should support it out of the box (I've heard HTC phones do this very well with their stock app) but there are third party apps that you may end up liking better. I do use the Outlook.com Android app and it's just as good as the Gmail app in my opinion. I think it may support Exchange, but I'm not 100% certain of that. But if you have a Microsoft web email the Outlook.com app is the best you're going to get on Android.
Next, since this is your first foray into Android I'd recommend these apps to get you started:
AirDroid: It's a file syncing service that allows you to do some remote operations, and even transfer files. It's best to use over Wifi, but it can be used over 3G/4G too.
https://play.google.com/store/apps/details?id=com.sand.airdroid
AndroZip: A file manager that does well with zipped files. Both compressing and uncompressing files. And it always helps to have a good file manager to find downloaded files.
https://play.google.com/store/apps/details?id=com.agilesoftresource
Any.do: An excellent planner, checklist type app. It is great because you can set reminders, and it has pretty dynamic controls, such as being able to send a call reminder right into the dialer.
https://play.google.com/store/apps/details?id=com.anydo
BeyondPod: Podcasting app. It's good.
https://play.google.com/store/apps/details?id=mobi.beyondpod
Alchemy: Fun, addicting, challenging, puzzle game.
https://play.google.com/store/apps/details?id=me.zed_0xff.android.alchemy
Amazon app store: This is an alternate app store that you have to download separately. It's worth noting since it has a few apps that you can't get via the Play Store. This is a link to the download instructions:
https://www.amazon.com/gp/feature.html?ie=UTF8&docId=1000626391&ref_=amb_link_363093842_2
BSPlayer: It's a video playing app, but it plays pretty much any format you throw at it, and it has some pretty cool gesture based controls while in-video. Swipe vertical on the left side and screen brightness adjusts, swipe vertically on the right side and volume goes up and down, etc.
https://play.google.com/store/apps/details?id=com.bsplayer.bspandroid.free
Chess Free: Best chess on Android. That I'm aware of anyway.
https://play.google.com/store/apps/details?id=uk.co.aifactory.chessfree
Color Zen: Fun puzzle game. It's very pretty.
https://play.google.com/store/apps/details?id=com.largeanimal.colorzen
DroidForums: Because of course you're here
https://play.google.com/store/apps/details?id=com.quoord.tapatalkdrodiforums.activity
Dictionary.com: Best dictionary app in my personal opinion. And the widget is awesome!
https://play.google.com/store/apps/details?id=com.dictionary
DocuSign Ink: App that lets you create a signature, and paste it to PDF files. You can even make check marks and print dates right from your phone. It takes a bit to get used to, but it's invaluable for modifying PDF files without having to print, physically sign, and rescan the document.
https://play.google.com/store/apps/details?id=com.docusign.ink
Fing: Gem of a network tool. It gathers info about all devices on your wifi network. Perhaps more advanced for your typical user, but I found this app invaluable, and if you do a lot with networks then this is a must have.
https://play.google.com/store/apps/details?id=com.overlook.android.fing
Google Keyboard: As you may already know, Android allows you to swap out the stock keyboard for a third party keyboard. I've tried Swype, SwiftKey, SlideIt, and others. And I'd say SlideIt is my second personal favorite, but man, Google really did it right with this keyboard. And now they made it an app so you can download and use it on the S4. Swiping to type is just so much better than tap typing once you get used to it.
https://play.google.com/store/apps/details?id=com.google.android.inputmethod.latin
Kingsoft Office: There are some really great Office apps on Android, and I've tried many of them. But Kingsoft is free, and that means it's $14 cheaper than most comparable apps. Kingsoft also does well with compatibility. It includes reading and writing on Word, Excell, Powerpoint, and PDF files. (most office apps have read only for the free versions)
https://play.google.com/store/apps/details?id=cn.wps.moffice_eng
Newegg: PC hardware shopping. I just had to include this because it's one of the most well done apps I've ever used. I'm a big PC hardware guy too though so it may or may now have any appeal to you.
https://play.google.com/store/apps/details?id=com.newegg.app
Nova Laucher: Another great thing about Android is being able to use apps that differ from the default experience. Nova Launcher makes phones like the S4 feel more like stock Android, and it adds more functionality that the stock Android launcher doesn't have. Obviously this may or may not appeal to you, since some of Samsung's features can't be used in other launchers. But hey, it's free so try it out at least and if you hate it you can always delete it and go back to the stock launcher.
https://play.google.com/store/apps/details?id=com.teslacoilsw.launcher
Outlook.com: I already mentioned this above.
https://play.google.com/store/apps/details?id=com.outlook.Z7
PicsArt: Best third party photo editing app I've used so far.
https://play.google.com/store/apps/details?id=com.picsart.studio
Google Music: Already mentioned this too.
https://play.google.com/store/apps/details?id=com.google.android.music
Vlingo: This is the only app on this list that can only be found in the Amazon app store. It's worth the download though. It does voice commands and has a very helpful "In Car" mode that does great with navigation, and will read your incoming texts to you, and allow you to respond, all without even touching your phone. It's missing some features, but there's Google Voice Search to help fill that void. Sadly, you will miss some things about Siri. But Vlingo and Google Voice Search together also do a lot that Siri can't, so trade offs there I guess.
Amazon.com: Vlingo - Virtual Assistant: Appstore for Android
Hope this list helps. I know it's huge, but you don't have to use it all. I did want to include some of the better gems I've found over the years though. Some apps may be in the Apple app store so you may already know and use them. I did try and include some lesser known apps, and apps that I know aren't in the Apple app store. Still, there may be some crossover. But if you do like the looks of these suggestions then you can download all of them very easily. Just click the link, sign into your Google account, choose install, and choose your device (likely just your phone, unless you have any tablets or other Android devices tied to your Google account), and bam! You're set! The app should install remotely no matter where your phone is. It should also verify payment if needed, but all the apps on this list are free so it'll just have you accept the download.
Hopefully this is a good starting point though. If you have further questions feel free to ask.
