I think this kind of thing is very bad for the the owners and especially the hardcore fans in most of the US. However, it is likely increases the NBA brand globablly and it may even get the casual fans to watch a bit more stateside as it is heavily marketed.
I personally have no issue with this move either and I agree it makes the heat much better. This is pretty much what the Spurs have done in order to keep Timmy, Parker and Manu together. The difference of course is the Spurs players were home grown and took less money to stay and were not built through collusion. To be honest the NBA has a long history of many of the best players being on the same team and the league's history is far from balanced. The Jordan, Magic, Bird, Thomas Era was the exception for the most part. It was pretty much the Lakers and Celtics show for a huge chunk of history.
Like you said Bayou, if nothing else Anthony provides depth for the heat. You could probably talk Haslem, Anderson, Allen and Lewis into league minimums and have basically the same squad that is in the finals with the addition of Anthony. Obviously that is a huge net gain.
If this happens, I hope a major free agent like Gasol decides he wants to win a ring and takes a very low salary to come to the Spurs and compete against these guys for the next year or two.
OKC, the Spurs as currenyly constructed and possibly someone like the rockets or mavs (with a huge FA addition) are realistically the only teams that could possibly compete. Even then the Heat would be the overwhelming favorites.