Wow. That's quite the plight you've been through thus far. You should have seen the rants I started when I bought my first Mac, simply because I thought that it would not do things exactly as I had always had things done in Linux or Windows.
Your frustrations are being exasperated by the fact that it's tough to get proper Apple gear or care, near where you live, which has definitely got to be tough.
While it's possible that there could be a hardware problem (bunk HD), most of the other issues you've described are best solved by learning to use OS X and forgetting what you
think you know about using a computer. It's a whole different ballgame now, and this will become apparent to you perhaps in another year's time. I don't mean to sound condescending, but you don't sound like a total tech nerd. Why I say this is because I am. And as in a hurry as I was to get things rolling with OS X, it wasn't an overnight revelation. It took time.
I got my first MacBook Pro back in the end of of 08' and my second MacBook Pro was bought at the end of 09'. I still learn new things about how to do things more efficiently every day, and I owe a lot of that to some people here, as well as one of my good friends, whom has been with Apple since day one, and never thought I'd ever buy an Mac.
I think that you need to change some of your computing habits, but this is a personal suggestion I suppose. If I were you, I'd start from scratch, first by trying to find all of that missing data if it's that important to you.
Then, I'd do a totally fresh install of OS X. If you don't have Snow Leopard, now is a great time to get and install it. It's stable as a rock. I'd go ahead and do the kind of install which zero's out all the current data. It will take a bit longer, but you'll have a nice fresh HD. If your HD is bunk, you can get a larger sized one for not a lot of money, online.
My next suggestion is to do what I do, and keep your important data such as music, photos and video all on a large external HD. Perhaps two externals, if the data is that important. External drives are so cheap today, and will save you from any future head aches.
Learn the small details about how OS X works. Finder can be a great tool if used properly. If you're somewhat serious *hobby or otherwise* about photography, I'd stay away from iPhoto, and look more towards something like Lightroom. I would have suggested Aperture, but after trying it again for the third time, after its latest update, it's still horribly buggy, and eats up resources to the point of where you can't work with it. Doesn't matter though, as I'd prefer LR over it anyway.
I keep everything on an external drive, and have those drives plugged into my Airport Extreme wifi router via a 4 port USB dongle. Works wonderfully. Never a glitch. This way, I keep my MacBook Pro's hard drives totally free to be as fast as they can be, with the added benefit of having the data I work with backed up on redundant HD's. I perform external HD sync's every few weeks or so. There's plenty of free software for that. And no, you don't really need Apple's Time Capsule to do this. Any decent external HD and sync app will handle the chores.
There is so much to learn about OS X, and I believe that you've not even scratched the surface with anything. Keyboard shortcuts, track pad finger gesture shortcuts, exposé, spaces etc.. they will make your life SO much easier once you take the time to learn how to use them. I'm telling you, start fresh, and download a few essential apps and you'll see.
Best part is, we will help you along. I'll personally help you as much as you need, as I think it's fun to learn new things about OS X. Every time I learn something new, it's like a breath of fresh air, and a great feeling. As was said, OS X is truly great, but it's not going to do everything for you without you telling it what to do. It's not a magical mind reading OS, yet.... I'm sure that will come sometime in the future.
First thing's first though. I really think that you need to bring your OS up to date. I personally recommend the fresh install as explained above, then installing Snow Leopard and getting up to 10.6.3. This way all of your hardware should totally be supported. After that, it's up to you to.
Doug