I only run the Sprint Stock ROM. I haven't had my phone long enough to want to risk it just yet...
With that said...
1. What kind of HTML email are you opening? As I've never had an issue opening images embedded into an HTML email... Maybe the email itself isn't properly marked up?
2. I can't speak on this so I'm skipping over it. I don't use my phone for audio or video playback.
3. I haven't had problems yet, but my ears are sensitive. It is too loud for me
4. Did you align your screen? As it should respond very well to touch. Otherwise you might want to exchange it out.
5. I have only use WPA2 and it remembers that fine. I don't know if this is a WEP specific issue or a ROM related one since you're messing with a lot of custom ROMs.