Finder can access windows shares. Apple-shift-G lets you type in any path you want in Finder, and if you are at the command line you can do open <dir> to open a Finder window.
Ctrl-a and Ctrl-e at the prompt move the cursor to the beginning and end of the prompt, respectively. Someone who knows readline better than me can tell you how to move between words.
I come from a similar OS background as you, I've been using a MBP for 6 months and I love it. You just have to take the time to learn the different things with the OS, as you did when using Linux for the first time.
I will say though that I have been too nervous to upgrade to Lion from Snow Leopard.