There we have it - A single source package that you can use to compile Qt on any platform. The zip package is for users who prefer Windows line endings in Qt source files. In contrast, the tar.gz package contains Unix line endings. The tar.bz2 packages are, ummm, a mistake (they will die shortly).
The term "all" is a bit misleading since the package contains only sources of Qt/X11, Qt/Win and Qt/Mac (and does not contain Qtopia Core). Thus, the name of the package is subject to change before the final 4.3.0 release.
We haven't quite found the time to test shadow builds for 4.3. This doesn't mean that they do not work. It only means that they are completely unsupported :)
Commercial customers, please contact our support department to get access to the "all" commercial package. Note that you will have access to this package only if you have X11, Windows AND Mac licenses.