My wife and I have been BB users for longer then I can remember. Between a bad experience with the first Torch and a dismal experience with the Playbook we decided to switch. When the 4S came out we jumped ship. So far I like the 4S a lot but there are two things that frustrate me with regards to email.
I don't like keeping a zillion email messages in my phone. With the BB you can quickly delete all emails prior to a certain date. Having to individually select each email for deletion is a pain. Also, I'd like to be able to delete messages off of my phone but have them stay on my PC (both Outlook/Exchange and Gmail). With the BB it gives you that option every time you do a deletion. I still haven't figured out how to do that with the iPhone.
My only other beef with the 4S is the battery life but I suspect that will be improved upon.
If you want a good example of how much easier the iPhone is to operate ask someone with a BB to show you how to conference a third party into an existing phone call.
I just switched over after years with various BBs too.
Regarding your first issue, When viewing your inbox, hit the edit button on the top right corner. Then select the mails you wish to delete by taping the circles on the left side of the message headers. You will be given the option to delete, move or mark (as read) all of the selected messages.
You can set up the e-mail client to leave mail on the server by tapping on the name of your e-mail server on "Mail, Contacts, Calendar" (in Settings). Scroll down and click on the "Advanced Button," and you will see the "Delete From Server" button, which can be configured the same as a BB.
My battery life has been really good compared to my BBs. I did follow the recommendations to turn of the touchscreen clicking, etc., and I try to make sure no apps are left running in the background. Otherwise, I keep Wifi and BT always on.
I do miss the ability to create and use different ringer profiles, But I understand that there is an app for jailbroken iPhones that allows this, and that the the 4s is on its way to being jailbroken.
The other thing the iPhone lacked out of the box was the ability to sync tasks, but RememberTheMilk and MilkSync has made this a non-issue, and RTM works nicely with SIRI when configured according to RTM's instructions.
I also missed a Week Agenda in the calendar, but Week Cal fixed this.
Otherwise, the iPhone just works better than the BB in every respect.