#'s 3 and 4 look much better (IMO) than #1 and #2... that assumes, of course, that the black clipping Bob_A noted is a deliberate result of processing and not because you weren't able to capture the details (incidentally, Bob_A, good catch on the recovered pixels in the first two). Was the darkening intentional?
Do you have any similar shots where you had the flash turned off? It'd be easier to tell what you could have done for balancing the exposure if we could see some comparison shots.
For now, to be honest, I'd focus on learning one system at a time - the 40D first, and the flash after you've got a better handle on that. FWIW, the 40D has a spot sensor for exposure. Find some decent natural light, pose your subjects, choose the spot meter, select the subjects' face(s), and take your picture. Not trying to be harsh, but if you're trying to learn to balance all of these things at once you need a good starting point from which to work.
Then add the flash back in. You started right (IMO, everyone does things differently) to use M. When you're using the on-camera flash, dial in a shutter / aperture that gives you the background the way you want it (exposure and focus-wise), then turn your flash on, meter off of your subject's face again, and take the shot. The advantage of on-camera flash being that it will meter perfectly for you every time. The downside will be that you will have to be quite creative to avoid that distinctive flatly-lit look. It can be done, but will take some work.
That's all just my opinion of course, and you've obviously demonstrated in other posts that you're quite capable of taking some very lovely pictures. I'd just go this route to get flash down.
Oh, and as for shots #1 and #2 for the client, reduce the ACR 'Recovery' and just convert them to black and white. Most people see blown-out pixels as 'high-key', and these should still come out splendidly. Post links to the large versions here if you run into trouble and I'm sure one of us can help you come up with something nice.
Sean