Where do I see everyone across my account in one place?

Open Contacts. It shows one row per person across your whole account, with every relationship they hold: newsletter subscriber, member (free or paid), store buyer, donor, sorted by their latest activity. It reads across all your sites and tools, so someone who subscribed on one site and bought from another shows up once, whole.

Bring in a list from another email service with Import contacts at the top of that page. Manage mailing lists in Email Campaigns, memberships are managed right there too (removing one signs the reader out of that site); buyers and donors join your contacts when they check Email me updates at checkout.