Generates a simple sitemap for your site.
If you use the All In One SEO plugin or the Thesis theme, you can supply Custom Titles for each page and post. You can tick a box on the settings page to use those titles instead of the standard titles. If one page doesn't have a custom title, it will fall back to use the standard title.
Pages are listed according to 'menu order'. When you edit pages, you can set the Order. There are plugins available which let you drag/drop pages to set your preferred order.
Yes - if you have pages & subpages, they will be listed as an indented list.
Not yet. Posts are listed from newest to oldest, and are not grouped by category.