The built in pvr and tv function feature is a good idea, but we prolly wont see them for a while, stevens real busy with the new alpha and stuff. But I'de also love to see something like that. As for your questions:
1) That's simple,
a) open the skin editor(Pause/Break button)
b) click the top tab to Screen, then Add Button
c) There, you must find what image you'de like to use for the button and once you've done that, select it and hit Add. Bam! Shows up!
d) click the top tab back to Button and edit the button options (x/y cordinates, size, text, etc)
e) To attach the command to open an external app, Click over to the external apps button and add the entire command line, ie: c:\windows\notepad.exe
2) This is a tough one, the weather module isnt all it could be, everyone knows it, but it isnt so lacking if you kow where to look. It's based off of http images, so simply go on weather.com or any other weather site and copy the link to a picture you want, go in and reedit the pictures on the weather page. It's the same process as adding a new button from above, but once you hit b goto Add Website instead of Add Button. Resize and you'll be golden. Tip: Look on a local news station for local 5 day forcasts and such (thanks Richard hehe). Word on the street is that steven might be editing this soon, who knows.
3) The tvguide feature, first off, once oyu get it all set up MAKE SURE YOU EDIT THE SCREEN. It needs alot of work since it's gotta be the most neglected part of the entire frontend, hehe. But it's still good, leaves alot up to the imagination. You need to set up your xmltv file first, I've found the best way to do this was using this program:
http://myhtpc.net/pub/Tools/XMLTV-Automate/
Using it will easily set up the process of getting your tv data and setting it to automaticly update itself. Note: Make sure you save the file to the xlobby program dir with the file name xmltv.xml.
And thats that! Glad you like the program, steven puts alot of work into it, and it keeps getting better and better. Wait for the new alpha, you'll freak, heh. Later, good luck!
-matt
edit: If I missed anything feel free to ask more questions, they will only get answers hehe. Also, check out the irc channel on efnet #xlobby a few of us hang out there. Good luck!