[jesuspgt]

1: There are a couple of things you could be referring to as far as I can tell. There's first off the built-in shutter sound effect when taking a photo; to get rid of it go to the camera > Menu button > Settings > uncheck the box for "Shutter Sound."
The other thing that I believe you might be referring to is the actual physical lens sounds. Those are normal and are basically due to the fact that it's an actual auto-focus camera, which means that there are physical lens elements that move around in order to focus. This occurs when focusing to take a picture initially (obviously), but also will occur after a photo is taken because the lens parts move around after the photo to get back to what appears to be a pre-set focal distance. Same thing for when it's refreshing for another picture. I actually think that's the sound you're referring to, and if you've ever owned a camera with auto-focus it shouldn't be all that unusual. To sum up: It's normal and OK for it to do that.

2: I have had my Hero for just about 2 weeks and have not seen any dust inside the screen. Depending on the severity, may be something worth exchanging your device for.

3: The first thing I did after getting my phone was to update to the latest HTC/Sprint firmware. To do this, do Menu > All Programs > Settings > About Phone > System Updates > Select "Firmware update". If it finds one then install it. The only issue I had with battery life was when I had an app called Advanced Task Killer (or something very similar; I've long since uninstalled it). While it is a very useful task manager application, it seemed to prevent my phone from sleeping as much as I thought it should; your mileage may vary.
I use the stock HTC mail application for my work's Exchange email which gets updated every 15 minutes, the stock gmail app for my gmail, and the stock HTC messaging app for my SMS. I've found my battery life to be far better than anything my Diamond could ever offer, but do realize that my bar may have been set a bit low in that regard.

4: I've been a bit disappointed with the light sensor, It's consistently too dark for my tastes. I disabled the automatic light sensor and just left it on the default brightness that it had set; specifically I unchecked the checkbox for the light sensor and didn't fiddle with the screen brightness.
As far as choppiness, I can't really comment since I disabled mine shortly after being disappointed with screen brightness.

*****
Oh, and I concur with the others' suggestions about rooting your phone. There are lots of great guides on how to do this, and also flashing a recovery image onto your phone is a very good idea because the flashed recovery image allows you to do a nandroid backup. Even if you have no intention of flashing custom ROMs, having the ability to do the nandroid backups is an amazingly great and important thing.