Glad we could help be of help so far,
what you have mentioned does happen every now and again and while I have had personal experience with a few of the things, remember the majority of tourists that travel to those destinations have no dramas at all.
Ok now to answer your questions:
a) Are the beach massages, and street massage places dangerous? Is it common to catch foot fungus or skin issues from the masseuses? Obviously the more expensive salons must be safer, but am I stupid to get a cheapy one along the way?
Not at all, I've had the cheapy massages in countries all over S.E Asia and never caught anything, like with the food just use good judgment if the place looks like a dive, walk out and try the place next door.
b) Will immigration give me a hard time if I'm carrying some "less than authentic" merchandise? I've heard that Indonesian immigration is really corrupt.
Immigration is very corrupt (Indo more than Malaysian) especially around the Holiday season (Ramadan thru to Chinese New Year) having said that they usually don’t care about "Genuine Reproductions" more the alcohol and electrical goods. I 've had personal experience with both in both countries even though I was well with in the limits for duty free. Other immigration guys just out right ask for money. Don't let that put you off as thousands of tourists come through Despensar International airports on a weekly basis with no dramas.
* I have been hassled by immigration coming into Malaysia at the JB ferry terminal, Never had any dramas with them at KL airport.
c) Is it true that in Bali, people will harass me asking "where are you from" "where are you going" " are you married"?
Yup, but It's not harassment it's just a cultural thing, it's perfectly normal for them to ask questions like that when they first meet some one, they don’t mean to be offensive, most are friendly and just want to practice their English. The stall holders however do it to try and entice you to buy from them, so if they get to annoying just be polite yet firm.
d) Is it common for police in Bali to stop you and ask you to pay a fine for basically no reason? And then you are supposed to smile and try to compromise?
Yeah again this does happen, more so around the holiday season but it's not a common thing, usually you need to be doing some thing that draws attention to yourself for them to pick on you.
Another useless bit of info I thought of is Malasyia is heavily advertised as a tourist destination in the middle east, May thru to July is the peak season for arab travellers and you do tend to see a lot of men in the full arab garb & women wearing a full burqa walking about in the malls at KL. That can be an unusual sight for some, thought I would mention it as I have heard a few tourists comment on it latley.
Hope that helps and glad to hear you have the squat toilet routine down pat, lol. Smellyocheese you're post regarding the toilets cracked me up.
Cheers