Download the free trial of Streets&Trips 2010 from Microsoft's web site and give it a whirl. It will do all of those things. The only question for you will be whether it does them in exactly the way you want them done, or at least in a way you can live with. So the best is to give it a test drive.
Hint: create pushpins for the addresses and other arbitrary points you want to show up on the map. Then you can include all sorts of stuff in the information balloons for each pushpin. For the connecting line, you can use the route calculation function. It will calculate a route connecting all the selected pushpins and draw a corresponding line on the map.
If any of the above are not exactly what you want, Streets&Trips also has a full set of drawing tools so you can scribble on the map all you want in order to get the desired information on it.
Hint: if the drawing tools toolbar doesn't show up, just right-click on one of the toolbars and click on Drawing Tools to turn it on.
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