I see a lot of Help Desk and\or Project Management software packages on the market; however, does anyone have any experience with any packages that are all-inclusive of both of these disciplines?

Our company uses Microsoft CRM. Fine for Help Desk and Customer Contact Management, I believe they have Project Management Add-ons that would integrate the whole thing.

Expensive though. Very expensive.

Not sure about the best collaboration but you should consider two good Help Desk Software (http://www.helpdeskpilot.com) available.

1. Helpdesk Pilot
2. OS Ticket

I will suggest Helpdesk Pilot. Its easier to setup and use. You also get free installation service