Mappoint looks to be a good product, but pin maps fail to produce a good thermic map because you do not know how many data records are in each pin. It would be good if one could specify and grid size (eg 250metres if dealing at street level), and create a thermic map, coloured based on the numbers of data records in each grid.

I think you can solve this by reworking your data in Excel. You start by plotting the base records as a simple pushpin map, for instance by postcode. Next, draw a big rectangle around the area you are interested in, and then use this rectangle to extract the records out to Excel, sorted by postcode (simple right-click the rectangle and select Export to Excel). Then in Excel, you use the COUNT function to count the number of records per postcode, and bring this new dataset into MapPoint, for instance as a shaded area map.