1) Any problem with having only one installation of Exchange, and sharing with company email and Unity?
As long as the Exchange message store has room for voice mail messages, there shouldn't be a problem. If it's planned in this configuration to have Exchange physically on the Unity server, I believe there is a limit to how many mailboxes are supported. Jeff, is it 200 still?
2) Would it be better to move Exchange and the mailboxes first, and then install Unity on top of it? Or should we install Unity with Exchange first, and then migrate the mailboxes over?
Unity doesn't have to be installed physically on the Exchange server; you can have what we call an on-box Exchange connection with Unity where only the Exchange admin tools are installed on Unity. I would take care of the Exchange mailbox moving first (there can be some weird stuff in 55 MAPI connections when mailboxes move on a "live" Unity server). Addtionally, the following rule is always present; Exchange not happy = Unity not happy. It might make sense to ensure Exchange is running fine with the intended changes before installing Unity. If anything were to go wrong with the Exchange transition, it'd be better not have Unity in the picture.