I found it easy to move my Thunderbird email accounts (data + filters) from Windows to Ubuntu linux. Here is a record log.
1. Transfer the 'profile folder' for your current Thunderbird installation (check this mozilla page for the exact location) to another safe partition or external disk.
2. I had two IMAP accounts and a large Local Folder, and these showed up in two grandchild folders: 'ImapMail' and 'Mail' respectively, under 'Profiles'.
On linux, once Thunderbird is installed, "~/.mozilla-thunderbird/" had a similar hierarchy. I created the two IMAP accounts, and copied the two folders (ImapMail and Mail) with their *.msf files to linux. That got the data (w/ filters etc.) transfered!
Note that I couldn't use the prefs.js directly to transfer account settings. But probably as some others have commented, it is also easy to edit and move over.
Thats all! Happy mailing!