1) Following Siliconslave's guide on how to make an espresso my machine takes an age to pour anything out of the portafilter, the only way to get a steady 25-sec shot is to not pack the coffee very tight at all - pretty much just use the weight of the tamper (it's a wooden/metal tamper, not the rubbish that comes with the machine so it's a fair weight). Is this normal? I really don't want this one to be faulty too
On a comercial machine, this would normally be down to one of several things. Most likely is the grind is not correct. if you rub the grind of coffee in the palm of your hand you should leave traces of coffee oil on the skin, and it should feel somewhere in between sugar and sand. If the machine has poor presure or the jets have some scale, this could also effect the flow. However as you said it was a display model this should not be likely. Try and get some pre ground coffee which has been ground for espresso and see if that works better. The other issue could be that you have to much coffee in the group handle and your shot is "choking" You need to have approx 7grams of coffee per shot, (so if running a double shot 14grams). If you run more than this it could cause you a problem.
3) Milk frothing/heating. It takes ages to get the milk up to temperature from cold, the froth comes up nice and quick but the milk stays cold unless I steam it for about 60-80 sec. Is this just me being a newbie and using fridge temperature milk?
If the nozzle has only one hole, then it is likely to take that sort of time for the milk to come upto temperature. Some machines you can get a diff nozzle which has two holes and this will speed up the steaming process. This for a novice will make foaming harder, but once mastered will give a better result.
4) The coffee comes out faster from the left hand portafilter spout (not sure what this is actually called...) compared to the right one, resulting in one espresso being finished before the other - is there a way to combat this?
It could be as stated that you have tampered at an angle, however in my experience the most common cause of this is that the machine is just not level. Like all things with gravity if it's not level it will favour the side which is lower. try adjusting the legs if they are able to be adjusted to compensate.