OSNews

1) Mounting & Unmounting
First, dragging to the trash to unmount? Why don't you do it the easy way a click on the eject icon next to each mounted HD/usb stick/iPod/etc? Windows, and any other system using caching to optimize volume performance requires that you unmount your drive before unplugging it.
Also, you mentioned that you have several USB devices, including your mouse. There is *no way* that your usb mouse will give you that message! The only reason that message shows up is when a device appears as a data storage device, like in USB drives, digital cameras, iPods, etc.

2) Media Browsing
Several things to comment on:
"Preview takes a good three seconds to open"
Then there is something wrong with your machine, your OS install, your HD or some app running in the background! Even on a 500MHz G4 Preview opens in less than 3 seconds!

"and only lets me view one picture at a time. Although Preview can handle more than one picture and allow you to cycle through them via the "drawer," there's no simple way to cycle through a large directory without extra clicks."
No extra clicks, just a keystroke
cmd+a, then double click your file.

I want to open photos quickly without adding them to any library, but I also want to play music as quickly as I can with WinAmp. Neither of these things can be accomplished today - not even closely.
TIP: Look in the preferences of each app. iTunes has had the option of not adding a copy of every track to its Library for years, and I'm pretty sure that iPhoto '06 has that option as well.

As for playing music quickly "like WinAmp", switch to column view. ta-da!
I find iTunes, with its "smart playlists" (like "all Rock songs that I haven't played in the las 2 weeks, that have a 4 or 5 star rating and are less than 4 minutes long) extremely better than browsing my HD and manually selecting tracks to play/to add to a temporary playlist. But if that is what you like, check out the (now freeware) MacAmp Lite:
http://www.macamplite.com/

3) Those F#&@ing Beach Balls
Other than when VLC hangs, I never see a beach ball on my daily usage. Mounting network drives in the Finder does cause that too, although it doesn't affect the Dock or anything else, everything else remains perfectly responsive. I guess it only affects some Mac models but not (so much) others(?) Have you tried repairing permissions?

4) VPN client
Already addressed by other posters/updated on the article.

5) Closing apps
It's a matter of personal preference. If your first experience with an OS was Windows, with its "an application is a window" (usually maximized too), then the Mac way may seem odd. There are many applications for which this behavior (not quitting) makes sense, just as many windows apps minimize to the tray instead of closing.
I like to keep iTunes running, but I don't need to see any windows open for that. Same deal with Mail, I want it running in the background so it can download new ,ail, but I don't need to have the mail window open for that.
Also, some apps launch in a second (small and not so small apps, like Word & Excel), but others, like Photoshop take a while, so I don't want the app to quit the moment I close my last open window.
- Single-window mac apps usually do quit when you close their window, unless there is a reasonable motive to keep it running that way: listening to music in iTunes, periodically checking for new emails in Mail, etc.
- Multi-document apps usually stay open since each window represents a document, not the whole app, and there is the (logical) assumption that you may be working with several documents at a time, and accidentally quitting the app because you closed document A before opening document B, with the associated reopening of the app later would get old very quickly, even if reopening an app takes just a second.

Anyway, remember to check iTunes & iPhoto preferences regarding the "Copy/don't copy to library" option.