2: Windows is the only OS in the world that can write to NTFS. this isn't the Mac's fault - Microsoft will not licence NTFS out. readabilty is all we have. FAT32 drives are totally crossplatform however. format into FAT32 and you'll be fine. not the mac's fault, i'm afraid.
3: the feature is a long time coming, to be honest, but will be a major feature of Leopard, called Time Machine, to be released around may/june time.
4,5 and 6: This is again, a windows problem. Microsoft have not made it easy for Window Mobile to be synced on anything other than a Windows machine. many have seen this as (yet another) problem with Microsoft's portable OS.
7: this is something in DVD EULA. you must find your region and stick to it. Apple at least gives you 5 choices before deciding.
1: again, this isn't mac falling short, but windows insistence on using proprietary systems again.
2: see above
3: see above
4: this is a mac thing. customisation leads to inconsistency.
Mostly, your problems seem to be with windows, and things the mac can't help. Windows use of proprietary systems means that other developers have to work backwards trying work it out, and it;s not easy.
Dual 1.8GHz G5 2GB, 1TB, Radeon 9600XT 128MB, 10.5
20" Apple Cinema Display + Dell 2005FPW 20" dual-head
iBook G3 700MHz 640MB, 40GB, Rage128 16MB, 10.4, dying battery