Hi Chris,
I'm so glad you're enjoying the flights on the network. There's a growing cadre of student pilots, instrument students, and certificated pilots who are using the system the same way you are, to work on their procedures and practice flying 'in the system'. We also have a good number of online pilots who are doing the same thing. I've now seen at least 7-8 cases where pilots would've handled an offline flight perfectly , but the additional work of doing it online caused some kind of an issue (of varying severity). In all cases, the pilots have reported that it was beneficial to encounter that situation here, rather than in the air. In fact, it's why they're here to begin with. So, all in all, you're on the right track, and I heartily encourage you to keep at it.
The system will only get busier in the future, which will be good for everyone. Just tonight, in fact, we had someone put into a hold at the IAF for the VOR-A into EMT while we awaited the cancellation of the aircraft ahead of him. It's just not something that you have to deal with when flying offline. Then, just as he was about to enter the hold, the previous aircraft canceled, and I was able to clear him for the approach there and then. Even if the pilot was creative enough to give himself the hold in an offline flight, it's unlikely he'd change things up on himself and then simulated receiving the app clearance at the last minute. The online environment is just so dynamic (just like the real world), it really is a great proxy for doing it in an airplane for real.
Regarding the weather, I'm still not entirely sure how XP9's real world weather engine works (when you tell it to download r/w weather). I'll write to Austin to try to get the scoop. I do know for sure that it can only load one weather system at any given time (in terms of the actual weather you see when you look out the window). As to what the ATIS/AWOS reports when you dial it in from some distance, I'm not sure. That's the part I'll find out from Austin.
Mercifully, this should all become very natural when V10 comes out with its vastly-improved weather engine.
One small note, though, I don't remember scolding you (if this was regarding the initial heading)

But in any case, you're right, it's much better for it to happen here rather than in the r/w, without question. For that reason, I've made sure that our controllers are sticklers for detail, particularly when working with those who we know to be r/w pilots.
Keith