What's your scoring, and how many teams are in your league? Hard to say anything without knowing those answers, but here goes...
Mussina and Garcia are studs, obviously. Moose could be one of this year's best if he gets a little help from the lineup. After that, your rotation becomes thin fairly quickly (although I believe Dan is pretty high on Dempster, so I may be misjudging here). If you have a chance to pick up one sleeper or up-and-coming sp who might pay nice dividends, I'd do it.
Your bullpen is stellar. Sasaki and Wickman are a great combo, and Dotel makes for an intriguing wild card.
In your lineup, your outfield is pretty amazing. Don't worry too much about any talk of Gonzo dropping off.
Petrick has officially been relegated to backup, although he should still play in about half the Rockies' games. His status seems to change by the minute, though, so stay tuned. Getting Pierzynski is a good move. He could be among the best offensive catchers in the AL, although he tailed off in the second half last year.
Lee has sleeper potential, but picking up Konerko in case Lee disappoints again was very smart. The rest of your infield, including Ortiz, looks great. Beltre should finally have the breakout year everyone's been waiting for. I'd probably use Ortiz in the utility slot when he plays at home, too.
As far as trading Lee is concerned, if you can get a starting pitcher with decent upside you're risking very little (drop Helling afterwards and pick up another bat). The other way to go would be to trade or drop Lee for someone who can serve as a backup at several positions - in leagues with a small bench, injuries are a killer, and the teams with the best bench coverage will have a huge advantage.
Anyway, let us know your league format and what you decide to do. Hope this helps - good luck!