Hey Kevin, I'll give you some quick info here to get you started:
a) MobileMe or a Exchange account - You could use a Yahoo account but technically that's not true push and is not very reliable.
b) The only way you will be able to get more notifications is by jailbreaking - if you want to know more about that and how to go about it you know how to reach me.
c) Try out Google Earth, Google Mobile App, Movie Challenge - yes, it's a game but very very well done.), Urban Spoon, MobileFiles - if you have access to iDisk on a Mac...
d) I'll let other forum members give you the run down on tips and tricks - I could sit here all night listing stuff.
e) Hold the top power button down while tapping the home key - the screen will flash and put the photo in the camera roll.
f) On the contrary to what Dieter said about not being able to keep wi-fi on with the radio off - you can -
in settings turn off the radio and then turn the wi-fi on. If you have wi-fi on and turn off the radio for some reason that shuts off ALL data connections.