I dont even try to appear higher up on Google search results for the most common keywords for my business as it would be an enormous task and would be too costly, coupled with a lot of risk that it might not succeed. I just do my site as I want it to look. I find that many of my subpages appear high up on the results for a range of search terms. I find it easier to gradually work on improving my site for these niche searches. The above might help you to know how someone else approaches these issues.
I think generally most sites dont have all URLs indexed. Maybe this was not always the case, so that you may have to get used to not having all your pages indexed. Maybe its a policy now at Google and there may be nothing much you can do about it.
There are always little things you can do to improve your rankings. You can write a knol, which will increase your profile on Google, for instance. Make sure you have a Google profile. You can get yourself on Google places. And, of course, use Google Analytics to see whats happening on your site. It is also worth using the Meta Description Tag to give Google information on your URLs.
It is also useful to be aware of long-tail queries in Google. They tend to be specific queries fulfilling a specific informational requirement. If your site is geared to them you should get highly relevant traffic.