Interesting point about the 600, I am at the same point now. What year 600 did you ride? The later models through '12 are only 410 lbs (curb weight), only 50 lbs heavier than the 250 (assuming non-ABS on both). Also, I'm really thinking the ideal bike for me will be the upcoming CBR500R. I've been giving this a lot of thought... extremely similar to the 250R but with an inline twin giving 47 (46.9) hp.
That said, MSF instructor said something that always stuck with me: "Riding a smaller bike at 80% is way more fun that riding a larger bike at 20%."
Throttle blip on downshift - yes, ideally you want to match your engine speed before you let out the clutch (for a number of reasons). When you get quick & smooth at it you won't need to cover the brake at the same time.
As far as fuel / octane preference, you'll get all different opinions. Personally, I track my mileage and I've found I definitely get better mpg's using 92 (U.S.) or above. The minimum octane I'll run is 89. The difference works out to about the same, money-wise. I also add Sta-Bil fuel stabilizer / ethanol treatment each time I fill up (religiously during colder weather / less frequent riding periods).
Tire slip on road paint, I don't think new / different tires would help. That sounds like you just gave it a little too much power and/or lean as you rolled over the painted spot. I don't know that I'd want to put my foot down like that, but hey, it kept you up. I bet that one got your heart goin'!