Hi teamkp,
Try adding the following CSS to your Quick CSS (located under the Styling Tab in the theme options) or the custom.css file in the css folder of your theme files:
For the font weight in the menu:
#top .main_menu ul li a {
font-weight: normal;
}
For the search active border color:
#s:focus {
border-color: #F00;
}
As for validation, you would need to look into a plugin for something like that.
I don't know what you mean by the heading font question. Can you point us to an example?
For most of these kinds of customization, take a look at using something like Firebug for Firefox to pick out the classes that the various parts of the site are made up of. You can target the different class selectors and add css to customize just about everything very easily.
See: http://www.kriesi.at/support/topic/fyi-firebug-tutorial-for-wordpress-users
Regards,
Devin