I too was frustrated with the lack of documentation and help in MediaWiki. I "fixed" that by going in and changing just a couple embedded URLs -- the main help and editing help. These now point off to Meta's general help and editing help, respectively.
I really like the easy InterWiki access to Wikimedia Foundation sites. When I have an important term that I don't have time to write a page for, yet don't want to leave a dangling link, I just mark it up [[WikiPedia:like this|]], and it ends up going off to the WikiPedia page.
My biggest beef right now is the inability to turn of the complicated caching. There's a nice extension API that I want to exploit, but it's useless for dynamic media. I made a simple fortune(6) extension, but it always displays the same fortune, due to caching. The developers have said this will be very difficult to fix.
Bottom line: I think MediaWiki is the "Movable Type of the Wiki World" -- it just needs a few more revs under its belt!