What advanced railroad features are possible with the Lego PF train sets?
Track Features

You can do most things that you can do with traditional model railroads using LEGO trains. This includes cross track, bridges, switches, and inclines.

Cross track

As far as I know, this was never released for either RC or PF trains. As you noted, there was a cross track part for the 9V trains. If you aren't aware, 9V, RC, and PF track is mechanically compatible, the only difference is that 9V track has metal rails. If you don't mind the look of metal rails on your cross track when the rest of your track is plastic, the 9V crossing should work fine.

Bridges

You are correct that there aren't dedicated train bridges. You are left to build whatever you like.

You can make anything from a simple bridge that just holds up the track like this one based on the Unofficial LEGO Technic Builder's Guide (source):



Or you can create something elaborate like this bridge from the 2006 NMRA show:



Sloping Track

LEGO does not produce sloping track for the common train gauge. There is sloping track for the 4-stud gauge, but I doubt you will have much use for it. Aside from the tiny gauge, it is also too steep to climb for normal trains. Here's what it looks like:



Monorails did use sloped track, so if you don't mind mixing those into your layout, they could be an easy option. Here's an example of elevated track from 6399:



You can also build your own inclines, but keep in mind that it takes quite a bit of space. You can't do much more than 2 plates of incline per track section for most trains.

Switches

Each era of trains has had switches, so this is not an issue.

Double switches

Other than the one you mentioned, I don't think this has ever been released before. It seems like it would be pretty difficult to build custom track from parts, and this would very challenging to build.

Example layouts

Sets often come with example layouts including which track pieces that you need. Here's one example from an old 12V set:



Here's a similar example from a 9V set:



I'll just leave you with this cool 12V layout video.