I also had a heck of a time buying into a Poker Room (two years ago). I finally bought in at
Paradise Poker with a Visa for $100 and the play was very tight on the micros. I set up a
Neteller account and withdrew everything ($80) and tried
Party Poker. I finally started winning and learned how to clear Bonuses (by playing Limit).
That was my
FIRST and LAST deposit online. Since then I have been winning and withdrawing steadily. Jumping from Neteller to Poker Rooms with a Bonus and back. Great hobby.
I had also tried
Pokerstars (home of Moneymaker and Raymer) and noticed the same things as you. I took many bad Beats. Their Bonuses were difficult for me to earn. I gave them the Punt.