1. There used to be manual APN config in older versions of the software, but not any more, IIRC. The phone should automatically configure itself for whatever network your SIM is for.
2. This is true, unless you manually disable sleep, or have music playing, in which case the screen will remain dimmed (if in iPod app).
3. Yes, some apps will block sleep to enhance their functionality (mostly GPS apps and the like) - many apps like these will have an option in their settings to enable and disable this feature (eg. MotionX has an option to prevent sleep even running on battery, which I use when cycling)
4. I can't say I've ever come across this issue - quite odd!
5. Correct, you can't change the font in Safari. You can interpret this as 'limited' if you like, but it's simply displaying the web as similarly to a 'real' browser as it can. The rendering of that particular page on the iPhone seems to be quite accurate, if a little small on the text side...
6. You should be able to just turn on the syncing of whichever media you want synced from each machine individually, and have the other options turned off - for example my iPad has music and videos synced from one computer, apps from another and photos from a third!
7. I believe ALL network traffic travels through the VPN when it is active.
8. The computer-based App Store is like that, unfortunately.
9. No bulk-deleting emails apart from tapping on them all... Might I suggest doing this deletion on the computer instead?