In CS3 it was no problem to smooth, expand or contract the selection after you selected the whole canvas with ctrl-a. In CS4 you only can choose border after you selected all. This is a realy big step back.
Another step back is the oval selection tool. When you've used in cs3 and made an oval selection bigger than the canvas and moved the selection, the parts of the selection outside the canvas stil remains oval. In CS4 the selection is cout down to the size of the canvas, so if you think, the position of your selection is not perfekt you can not move is because it not an oval any more. You have to make a new oval selection an hope, the you now hit the right position.
Your point is taken about the select all change. Adobe is keenly aware of user opinion on this. As far as your second request, you can always use the space bar while your mouse button is clicked down to move a selection. No good for you once you unclick, but extremely useful otherwise.