ICal sending decline e-mails when it purges old calendar entries

Keyboard shortcuts: Mail has it's own keyboard shortcuts, which you may have to learn.

Alternate email addresses/multiple accounts: works fine. Don't know about plus-addresses.

Priority inbox: this is not supported. Labels work, as does flagging. Public calendars work in iCal.

Syncing is very easy to set up - via IMAP in Mail, and in Preferences in iCal. In Lion it's even simpler.

Yes, you add each account separately in mail. You can still visit them in any browser or device.

How are the settings in iCal? Meaning have you added the Cloud calendar to your accounts? In iCal, under preferences, under accounts you have to make sure that your iCloud account is added on there. If it's not, try it. Go to add, select iCloud as the account type, sign in and so on and so forth. If this is already done. I'm at a lost and will need to look into it more.