perhaps you should do some research before rooting/ROM'ing your phone. You can put any custom taskbar you want on, which should get rid of that phone icon. Fresh appears to take longer to boot, and does the first couple of times, but then is about the same. The apps that don't work require a little more settings changing to get them to work. There's instructions all over XDA for using wireless tether. I certainly can't help you with that one, since I don't have enough service at home to use it...wish I did.
You can go back to stock without Windows. That's why you made a nandroid backup before putting the ROM on. You did make a backup, right?
You can also just flash the recovery image that you put on your SD card (I think), and that would bring you back to stock. Or download the factory image, and put it on the phone, and run it from the phone, because that's how it's supposed to be done anyway.