I'll try to answer as many questions as best I can:
-When you are on birth control you, you don't really have a menstrual period. Rather, you have a withdrawal bleed in the time when you are not taking pills that contain hormones. This is caused by the drop in hormones in your system, which causes the lining of the uterus to shed. It is NOT a menstrual period because ovulation does NOT occur. Therefor, taking the pill should make your "periods" considerably better. Most people experience decreased cramps and bleeding, and for some, their bleeds go away all together.
-POP's are just as reliable as the combined pill, HOWEVER, this requires they are taken perfectly. The combined pill has a larger window of time to take the pill without it loosing its efficacy, whereas the mini-pill's window is much smaller. IT IS A 3 HOUR TIME WINDOW. This means that if you usually take your pill at 8:00 pm, you can take it as late as 11:00 pm. Taking it later than that will cause it to loose its efficacy.
-For most pills, one missed pill should not effect your protection. However, this may be different depending on what kind of pill you are taking. When you get your pills, you may want to read the booklet that comes with the pack. It will tell you exactly what to do in the case of a missed pill, and whether your protection has been compromised or not.
-Some people say the pill is effective after 7 days. But, everyone's bodies are different, so many doctors suggest letting your body get used to the pill for a while (about a month or so) before relying on it completely. After that, as LONG AS YOU TAKE YOUR PILL AT THE SAME TIME EVERY DAY, you will be able to have sex without a condom and be more than 99% protected.
-Birth control pills are obtained by prescription. I do not think you can buy them OTC.
-Most women rely on the existence of their monthly withdrawal bleed as proof that they are not pregnant. For many women, one of their first signs of pregnancy was the absence of a withdrawal bleed during the placebo week. But, this is not sound proof that one is or is not pregnant. Many things can cause your period to not occur during the placebo week.
-For most mini-pills, there is a placebo week.
-Remember: Relying on the pill for protection requires that you take it perfectly. This means taking it on time every day. There are, however, also outside factors that can contribute to pill failure. Taking contradicting medications or experiencing vomiting/severe diarrhea MAY reduce your pills efficacy, as the pill would not have a chance to absorb properly. A good rule to remember is the rule of 7: You MUST have 7 effective days of hormones in your system before your are fully protected.!

Sorry that was a bit long! Please let me know if you have any other questions, and best of luck!