Welcome to the XBOX family.
I've never tried pausing downloads, but when I have to download a large item/demo, I always do so at night so that the XBOX does it after I turn it off. NOTE: that if you are downloading anything, and get on to play multiplayer, your 360 will automatically pause your download until after you are done.
The D-Pad is a legitimate complaint on the 360 controller, and while it is still my favorite controller due to size/stick layout, I understand the frustration the d-pad can cause. There is a new limited edition being released soon that should fix it; but not reason enough to ditch the one you just got with your system I think.
Finally, I don't know about points as I always buy them off of Amazon, sorry.
Hope you enjoy your new system!
