it may just be that im used to windows
i really also dislike the design of the red button / top taskbar. sometimes the red button minimizes, sometimes it closes a window but it remains open, sometimes it closes the program. i just never know.
Well you are right that you are just used to using Windows and that's the caveat. Like you mentioned you do like the fact that you don't have to deal with the Registry being on the Mac OS however along with that you have to understand that the Mac OS is not Windows which is why there's no Registry but other things are not going to be like Windows either and overtime you will grow to like how it's done on the Mac OS.
One example is the apps closing and quitting as you mentioned. Windows is a single-windowed OS and the Mac OS is a document based multi-windowed, multi-tasking OS.
Because the Mac OS is multi-windowed, mutli-task certain programs will quit when the window is closed and certain ones won't. Believe me you will love it when you understand it.
Here's the logic behind it:
If an application has functionality when the window is closed it is not suppose to "quit" when you hit the close button. Example, iTunes runs without the window showing so you don't have to minimize it like in Windows.
iPhoto has zero functionality without the photo window so when you hit the close button it quits.
Same goes for System Preferences, you can't use it without the window so it quits when you hit the close button.
Another poster mentioned Photoshop, you can close the window and still access functions of Photoshop such as opening new canvas's so it's no point in it quitting just because you closed the window.
If you want apps to quit for the heck of it no matter what program you run jut use the keyboard shortcut "Command+Q" which stands for command quit. I use it so much I use on apps that quit with the close button.
You may need to clean your cache or do maintenance because the close button never minimizes. Something is wrong there.