Compiz - I think it is trying to use Gconf, either install Gconf, and then go to the XFCE session manager and check enable gnome services, or change compiz to use the flat file backend under preferences in CCSM.
Volume Keys - Not sure here, I have this problem in pure XFCE but not in Xubuntu. Perhaps try Xubuntu if you have not. (No need to reinstall just install Xubuntu-Desktop)
What are your specs by the way. If you are low on ram there is a nice tweak to speed things up. Set the swappiness to be more aggressive at moving data out of RAM. Run this command for temporary:
Code:
sudo sysctl vm.swappiness=100
To make the change permanent, run these commands one at a time:
Code:
sudo su
cp /etc/sysctl.conf /etc/sysctl.conf.backup
echo "vm.swappiness=100" >> /etc/sysctl.conf
exit
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