Hi,
Note that the heading behavior in CKeditor is done on purpose to help non-technical users choose the right one. Since site heading is usually h1 and feature instance heading is usually h2 it is best for content in the editor to start with h3, so we have it mapped as h1 > h3, h2 > h4 and so on.
But if you don't agree with this behavior, you can change it by settings as shown in the arcticle Customizing the Editor Toolbars.
I agree in general that the editors each have their own quirks and they can be a royal pain, but they are the best javascript wysiwyg editors currently available. Creating something equivalent to a word processor in javascript is a very big challenge and I think the developers of these editors do a pretty good job but making them work perfectly is something that hasn't yet been achieved.
As far as alternatives did you know that you can edit at least blog posts and html articles using Windows Live Writer? It is a robust desktop application. See the articles:
Hope that helps,
Joe