1. Microwaves do indeed work harder when there is more stuff inside the microwave. This is called impedance matching, and refers to the ability of the microwave to output more power when more power is being absorbed, and less when less is absorbed (by whatever's inside the microwave).

Without this feature, microwaves would indeed feed back their energy into the magnetron, damaging it. However, impedance matching has been around since at least the 1960's - here is a link to the Patent for an impedance matching microwave, which has since become the norm: http://www.google.com/patents/US3235701

1. An electric kettle will indeed work harder, but for a more subtle reason. Resistance of the heating element increases as it gets hotter, decreasing the power delivered (power is V^2/R, after all). If there is a fluid medium to conduct away the heat, the heating element will be able to pass a greater amount of current given the supply voltage. In contrast, an element that heats by itself would raise its own temperature and resistance until one of two things happen: the mechanism fails, melts, etc OR: the mechanism reaches steady-state, whereby the resistance and temperature remain constant, equal amounts of heat are supplied and radiated, and the current is constant. It's hard to put into words but, since temperature is a function of current, current is a function of resistance, and resistance is a function of temperature, you can get a feel for the system.

Note: this effect is likely marginal compared to high-load / no-load differences in power consumption for a microwave.

1. Water molecules with freedom of rotation are oscillated back and forth, increasing their kinetic energy. Water molecules locked in ice are not free to oscillate, and will not absorb much microwave energy. I don't think microwaves will significantly affect the gross velocity of water molecules, i.e. their kinetic energy in a particular direction; rather, they add a random vibration which we observe as thermal energy.

2. Microwaves are internally shielded by a Faraday Cage, which is lattice of conductors whose spacing is smaller than the typical wavelength of radiation which they shield. Microwaves are on the order of centimeters, so microwaves often have a screen over the door with sub-centimeter perforations. That is why microwaves don't just have a clear screen on the door.

A faraday cage blockes all such radiation, so waves will bounce around inside the microwave until they are absorbed by a load. this is why impedance matching is so important, and why older microwaves can destroy themselves quite rapidly.