Are you sure you've upgraded to Mango? Some of this stuff you've listed is solved.
- screen lock activates on every screen timeout meaning you have to type a code every few minutes... In Mango you can choose separate times for screen timeout and phone lock
- signal indicator is pretty much absent for no reason... tap the top of the screen and the indicator appears
- no receipts for texts or other messages to confirm delivery... delivery reports are in Mango, I haven't tried them because the stupid O2 network doesn't support them but the options are there
- the pointless search button... Again, in Mango the search button has changed, it now links you in with the new bing functionality. Including the text translation stuff, QR code reader and the local scout which I actually used at the weekend to find a nice restaurant near my hotel in Brighton.
- multitasking... the most disappointing fail in Mango. If you want true battery draining multitasking, get an Android phone. If you want to be able to listen to music whilst you browse the web and pick up where you left off in an application, the Mango implementation is fine.