how come I only have 3 saves?
I have to keep overwriting them at each new save point?

how come you still can't pick up enemy weapons?
come'on that just don't make any sense?

how come sam can't swim (the oil tanker mission)

why do some of the shadows look very smooth while others
are jagged?

You get as many profiles as you want, and you can start at the beginning of any mission you want once you've beaten it, so three per profile seems like plenty to me.

Weapon question: the developers didn't want to make the game a shooter. I've heard some people say it's because a true spec-ops agent only trusts his own equipment, blah, blah, blah. I think it was just to balance out the gameplay.

Jaggies: I noticed that too. It was really bad early on, but I haven't noticed it much since. I'm only in mission 2 though.