Ah the joys of web based editors. I've looked at a few of the open source web based editors and some commercial ones and I don't think FCKeditor (I'm guessing you're using FCKeditor?) is too bad. The thing to remember is to be gentle with them and understand how they work - work with them, don't fight them.
The reason that content will look different in the editor and the page is that there are different style sheets in effect. It is possible to get the FCK editor to use DNN skin styles - I've used the videos on DNNCreative (subscription based site but worth it) to do this in the past. If you're getting lots of extraneous markup in your text I guess you're pasting in text? If so, use the 'Paste as Plain Text' or 'Paste from Word' buttons as appropriate - these will remove any unwanted formatting tags. It's a good idea to play around a bit and see which particular techniques you want to use work well and those that don't. For example, trying to use <CODE><PRE>...</PRE></CODE> in FCKeditor is a no-no. As for the editor reformating your source, this is a side effect of the way it works. I don't think there's anything you can do about it.
Hope this helps a little,
Rhys.