Mosfets characteristics suitable for 5V
A MOSFET is turned on by applying voltage between the Gate and Source. In order to fully turn on, that voltage must be well above the MOSFET's 'threshold voltage' (Gate-Source voltage that just starts to turn it on). 'Logic Level' MOSFETs are fully turned on with ~4.5V, so they can be controlled by 5V CMOS logic.

In your first circuit the Gate is shorted to the Drain, so a Gate-Source voltage sufficient to turn it on will also be the Drain-Source voltage drop. This is why you only get 2.8V at the the load (the other 2.2V is the required Gate-Source turn-on voltage). Connecting the load to +5V and the MOSFET Source to negative works because now the Gate can receive the full +5V. 

To switch the high side of the load you either need to raise the Gate voltage above +5V, or invert the circuit and use a P Channel MOSFET as you did in your last example. The PMOSFET works on negative voltage, so you need to apply 0V on the Gate to turn it on, and +5V to turn it off. If you want to turn it on with a high logic level then you need to invert the signal before applying it to the Gate.

The FQB8P10TM is not a Logic Level MOSFET. Though the simulator shows it managing to turn on with only -5V, this does not take into account variations due to production spread. An individual unit may have a Gate threshold voltage as high as 4.0V, which is not high enough to ensure that it will fully turn on. 

For a better idea of how Gate threshold voltage relates to turn-on voltage, look at the Gate-Source Voltage vs Drain Current transfer graph. Here you can see that below 5V the FET is just starting to turn on, and at 4.5V cannot even pass 100mA with 40V on the Drain. And Remember that this is only a 'typical' curve - it may be shifted to the right by ~1V for a unit with 4.0V threshhold voltage.