How can I set some handy settings on the main screen? I want to be able to set Wifi, bluetooth, GPS on and off quite easily but I can't find where I should do this.
You can add the Power Control widget to the home screen to control those functions. Open the app drawer, find the Power Control widget, long press and drag it to the home screen.

There are also many widgets in the market that offer expanded functionality when compared to the stock widget.