How much do you want to spend?

It looks at quick glance like that Polar model only measures heart rate, not any of the other things you are looking for.

If you want miles, you're probably either going to want a GPS watch or something with a footpod that counts steps. The footpods are usually cheaper, but less accurate since they're guessing that your steps are always the same size.

I have a Garmin Forerunner 410 - I just got a new one, with a HRM, from Amazon for $250. I had a Garmin 405 before that (basically the same watch, just the predecessor) that I used for nearly 300 hours of running before replacing it - really it still functions, but the battery is going bad and it was really starting to annoy me.

It is in essence a really freaking fancy stopwatch - it does mileage/pace based on GPS, calories, talks to the HRM and displays HR, and the files from it can be uploaded onto software from Garmin, and also onto most exercise tracking sites since the watches are pretty common.

As far as intervals, it has a lap button to time different sections of the run, but I know it can also be programmed to set up interval workouts where it beeps at you to start/stop. I, however, am too lazy to have ever tried this :P