The way I understand it, Mary lived a life without sin and was taken up in to heaven, body and all. Is that in the Bible? If not, where did it come from?
This is called "assumption of the Blessed Virgin". The Catholic church sees Mary as fully sharing in the mystery of Christ's resurrection, and this has been Catholic belief for over 1500 years, but didn ot become dogma or an article of faith until 1950. It's celebrated annually on August 15th.
It is not found in the Bible, and generally nothing is known about her death, but both the East and West (ie. Roman Catholic and Orthodox) Church accepts the assumption of body and soul. My Catholic Bible indicates that the belief is based on a 4th or 5th century writing called De Obitu S. Dominae.
How did she manage to be born without original sin?
The dogma of the Immaculate Conception exempts her from every stain of original sin. Catholic teaching is that God afforded Mary a special grace at the moment of her conception. It is celebrated on December 8th. You can't find categorical proof of it in the Bible, but I think the Church uses some Apostolic writings to do so. I'm not too sure on this.
They say she didn't have any other children, but wouldn't having sex within
I think it's Church teaching that Jesus was her ONLY begotten son. I may be wrong here too, but I'm pretty sure it's argued they didn't have futher children.
What did Joseph think about never having any progeny?
I'm not sure you'll find the answer to this anywhere.
What ever happened to him?
Not known. His last appearance in the NT is when he takes Jesus to the temple when Jesus was 12. I think it's assumed he died at some point between then and Jesus' crucifixion, as he does not appear then.
Ash Wednesday - all my roommates came home with the ash cross on their head the other week and it really weirded me out. Why is it called Ash Wednesday? Why ashes? Why the ashy cross? How long has that been in practice? Is that in the Bible?
First day of Lent. Ashes are burned on Palm Sunday, the previous year and preserved. The ashes come from palms. I think historically, people who repented would rub ashes over their bodies.
Saints - What's so bad about praying straight to God?
You do pray straight to God. Ie. "Our Father" or the Anima Christi are good examples. You do not pray to Saints; this is a misconception. You ask them to interject on your behalf because they have earned a special favour with God.
Does he not listen to us ordinary mortals?
Of course. This "praying to Saints" thing is a misconception, as I said above.
How do people get to be saints?
They have to be beatified first. It is determined on the basis of heroic virtue. I believe you need 2 confirmed miracles for beatification and 3 for sainthood. It is a complex and extremely long process that occurs posthumously.
Why will God listen to saints more than us?
Strict adoration is given to God ONLY, not the Saints. But the Saints are honoured due to the Divine, supernatural gifts that have been granted to them, and have earned them eternal life. The Church teaching is that if you are willing to ask those people here on earth, like friends and family to pray on your behalf, then why not request prayer from the Saints as well?
The Bible - the Bible was compiled around 500 AD, who decided what
This is a really long and complicated answer, probably better attempted by someone other than me. I'm not too informed about this specific thing.
If you find a good Catholic dictionary (like in the back of a Catholid Bible), it's very helpful. I looked up a number of these thigns there that I was unsure of.