My take...
1. (Mouse tracking) Hmm not sure, seems ok here. That said I don't like other people's setups when the pointer goes hurtling to the other side of the screen if you so much as breathe on the mouse

As for the mouse itself... yeah I'm not 100% convinced yet, it's a bit tedious that you have to lift your left finger in order to right-click (especially if you play games which use a combination of right+left to do things). Also the wired version is uber-sensitive on the side buttons (wireless you have to give it a good squeeze). You can use any USB or standard Bluetooth mouse though.
2. (File structure) I don't quite know what you mean by things being scattered... I personally think it's a very logical structure. There are no drive letters (they're listed as devices in the Finder sidebar), but if you go into the command line you can reference other devices or partitions through /Volumes/NameOfVolume. The boot volume is /.
/Applications - apps go here (like a tidy version of Program Files)
/Library - system-wide settings go here (like a sane version of HKLM)
/System - the Mac OS X system goes here (like \Windows)
/Users - user directories go in here (like \Documents and settings)
/Users/Shared - anything you want to share between users
/Users/fred - your home
/Users/fred/Desktop - your desktop icons
/Users/fred/Documents, Pictures, Movies etc - self explanatory
/Users/Library - user settings (like a sane version of HKCU)
Applications are in /Applications but you rarely have to worry about the physical structure of the file system. They're in Applications

If you lose it from the Finder sidebar, you can always drag it back on by going to "Macintosh HD" and then drag it back on. Technically speaking I think you can put applications anywhere and run them, but to be tidy most people stick to the Applications folder.
Uninstalling actually couldn't be easier (unlike Windows where you have to rely on an uninstaller to undo all the mess, and they're not infallible especially if they're made by Norton). I think you're probably just expecting it to have shoved a bunch of files in a "Program Files" type area and an icon under Applications (as if it was equivalent to the Start Menu) - an easy assumption to make coming from Windows, but not true.
The icons in the Applications folder aren't just icons/shortcuts, they're actual packages containing the full application and libraries etc, so to "uninstall" you drag the icon into the trash. The icon *is* the application. If you want to be really thorough, you can also delete its settings/preferences from /Users/Fred/Library (and /Library if applicable) but they take up so little room there's not much point.
From the command line, each application package is seen as a virtual directory, think a bit like zip folders in Windows, only back to front (you see just the package in the GUI, but in the command line you see its contents). For example Applications/Widget in the GUI becomes /Applications/Widget.app/Contents/(various files) in the command line. You can also see the various hidden bits and bobs that you don't need to know about even as a power user, including the UNIX based /usr /bin and all that.
Note: If you want to see package contents in the GUI, you can do so - right-click and "view contents".
3. (iPhoto) You don't *have* to use it. I do because it's incredibly tidy, and even as a bit of a "power user" who has an SLR and takes RAW files it's pretty much seamless (though I'd still use proper RAW tools when things need tweaking properly). I'd be shocked if you can't browse the HDD for images from iMovie... maybe you're just missing something (sorry I don't use it)
4. (Maximize button) - yeah tell me about it, that drove me nuts at first. There isn't one, not ever, nowhere. You have to stretch it out yourself. However I'm now working on a 20" iMac and IMO a maximized app on this size of display would look a bit silly. I even stopped maximizing things on my PC when I switched to a 19" screen. I do think there's a big market here for a UI hack - extra button or something - that fades everything else into darkness and lets your eyes concentrate on one window (think like Yahoo Widgets on the PC, which can act a bit like Dashboard but puts a nice solid texture in the background so all you see are your widgets)
5. (Mouse gestures and freeware) Not sure on the mouse gestures, sorry. I agree with your point about software, the Mac is very much a shareware culture (like the Amiga was), and it does get a little expensive paying $10 here and $30 there all the time (it adds up) to get the kind of utilities and control you take for granted on Windows, or are used to getting for free on that platform. There's simply less competition for the starving hobbyist developers, so there's no getting around feeding them
However take a look at
www.freemacware.com, there is a decent selection of freeware there.
6. (The dock)... take a look at its preferences. I have mine more or less default (magnification off... neat effect but horrible for usability), and shrunk a bit. If you're on Leopard, have a dig around the forum for that hint about getting the 2D dock back, as that gives you a clear boundary again instead of the new sticky-uppy 3D arrangement, which admittedly does get you guessing a bit. On this massive screen, I don't actually let the windows take up maximum real estate (see the bit about maximizing) so it doesn't bother me.
7. (iMovie/BMPs) not sure sorry.
8. (Process viewing) bring up Spotlight and type in "Activity Monitor". Voila. I think it's under Applications/Utilities somewhere if you want to point and click for it (I've almost never used the application icons since Spotlight was introduced)
9. (Quicktime fullscreen) - Yeah that was blatant greed by Apple (as is their attempt to hijack media download links in Safari with it, and force you to buy Pro to download the file instead of playing it embedded). Thankfully full screen is no longer a Pro feature - upgrade to the latest version and enjoy fullscreen for free

As for media links, use Firefox.
10. (Video playing) Not had any issues here. As others have suggested give VLC a shot.
11. (Burning files) not sure why it'd only burn shortcuts, that's weird. I'd probably use Toast, which is the equivalent of Nero. Of course, it's more software to pay for
A lot of it is getting used to the Apple Way. It's very much "Our way or the Highway" when it comes to Apple, but that has its advantages in terms of consistency as well as the disadvantages such as lack of flexibility.