Section for logged-in users
You should check out Context module, can solve your needs listed above.

One way you can do is to create different menus for different roles.

For example, you create a menu called 'menu for anonymous' , add links for anonymous in the menu; create another menu called 'menu for member', add particular links in the menu. and so forth. 

With Context module, you can set 'menu for anonymous' to display for anonymous user; set 'menu for member' to display only for user has whatever role. 

For changing 'You' to username, I am thinking that you can use hook_block_view_alter, loop to all menu items in the menu block, replace 'you' to user's name. 

Again, with context module, you can add a section variable to the theme for the context of user logged in. 



then you can customize your template in page--user.tpl.php

if (!empty($section_title)):
        ... theming for logged in user  ...
else:
    ... theming for general ...  
endif;


Hope my answer make sense.