Can't think of any reason reason why I would want most of that....
Out of the stuff you list that I would actually do;
The interface is covered off with Winterface.
I find the HTC audio manager fine for my needs though Pocket Player is also excellent.
I would never infect my PC with iTunes but Windows Media Player integration is fine and, in any case, I tend to drag'n'drop MP3's sorted into folders. The best thing about WM is that I am not forced to do things the way Mr Jobs says I should so I am not forced into using iTunes.
Easy locking and unlocking is no problem. That's what the on/off button is for!
Winterface has the integrated weather if I want but I tend to use HTC Home and use the shortcut to AcuWeather if I need more detailed coverage (hour by hour upto 15 days).
Scientific calculator is MxConverter - which, as the name suggests, also does all sorts of conversions and downloads FX rates.
Stocks and shares are part of MyYahoo which probably covers most of the extras but I have no time for all that web 2.0 malarky.
I've used MobiPocket for about eight years and have a collection of ebooks - fiction and reference.
I'm not sure what several of those others mean.
On the other hand, I spent this lunch time listening to music over bluetooth headphones, updating a spreadsheet and responding to texts and emails as they came in. Which third party apps can you install on an iPhone to let you do that?