I use Marc Liyanage’s PHP5 distribution on my Mac instead of the version that comes installed with OS X; sooner or later I usually find that there’s some extension that’s either missing or too old for a particular development requirement, and Marc’s distribution is usually a little more up to date and complete.
Module weights sometimes come into play when you're trying to override certain aspects of the core or other modules. If you look in the Drupal database's system table you'll notice a field called weight - this is what determines the order in which all of the installed modules' hooks will get called during a page request.
Migrating content out of one blogging or content management system into another is one of those tasks that doesn't usually merit writing a feature-complete, polished migration tool; no two systems are alike, and no two migration scenarios are alike either. Since it's an infrequent process, there's not really incentive for anyone to write or maintain a dedicated Drupal module for doing such migrations (unless perhaps they find themselves doing a whole lot of migrations for clients.)
Greetings from DrupalCon DC 2009! It's been a great first day - lots of informative sessions, and a lot of fun to reconnect with so many people with whom I've crossed paths since getting into Drupal.