IMO,there is no reason you would need "full set" of USMLE boards if you are going into IM, or any other field for that matter.
It is the completion of an ACGME accredited residency or dually accredited residency (plus of course graduation from medical school) that makes you board "eligible" in a field. Not whether you took the COMLEX or USMLE. So as long as you go to such a residency, then you could be certified by the allopathic IM board.
If there are any IM residencies that require USMLE, they almost certainly only need Step 1.
The only official use of the Step/Part 1-3 is for licensing. Since you are a DO, you will be licensed by the osteopathic board in your state... they will require COMLEX (?possible very rare exception they would take USMLE III, as above).
http://www.abim.org/certification/policies/imss/im.aspx
Fellowships are largely based on you who you know, what program you are at, you letters of recommendation, recommendation of your program director, inservice training exams, etc.
Also, any DO is welcome to join the AMA, so USMLE is of no use there. Beyond that, both AOA and AMA membership is optional.
http://www.ama-assn.org/ama/pub/category/12051.html
The only real use of USMLE Step 2 is if you did poorly on a past exam and want another (hopefully higher) score to submit with you application.