Your comments

There will be! I'm currently working on a favorites feature that will save other people images into a special section of you account. You'll be able to do everything you can with these images that you can do with you own, except delete of edit them of course. This includes adding them to albums.
Thanks for letting me know about that. Looks like it was limited to Chrome, but it's been fixed.
It sounds like two things could be happening to you.

First, comments with a highly negative score will be hidden. The comment must be pretty bad for this to happen.

Second, there is a spam filter. It usually filters comments with lots of links, or comments like "lol" and "haha". Of course it can filter perfectly legitimate comments too, but there's a pretty high success rate.

These are the only two reasons for a comment to be hidden. If you'd like, you can send me a link to an image that you commented on and I can tell you what happened.
I just release the account statistics page that should help with this. You can find it by hovering over your username when you're signed in.
The album and the images are loading as expected. The problem is that the 90x90 thumbnails are being created from tiny little icons. There's no way around this.
I'm aware of the album sorting issue, and will get that fixed ASAP.

Also, thanks for letting me know about the captions thing. I'll look into that soon too.

EDIT: Just wanted to let you know that this should be fixed. Care to try it out and let me know how it works for you?