Julio,
Glad the auto-registration helped with your first issue.
As for the Canvas being a different environment, we agree. That's why we have the option to show a different template in that view. As for the "Login with Facebook" button showing in the canvas view, you should enable the Authenticated Referrals options in your Facebook Application. It's under the "Auth Dialog" menu. Once enabled, that will force users to approve your app when they visit the canvas view. When used with the Automatic login option you set above, that should automatically log them in when they visit.
We've had multiple users setup with Authenticated Referrals and heard it works well, but if that doesn't work for you, let us know. We have some plans for the next release of JFBConnect to allow you to enable Authenticated Referrals in the app and better support auto-login (just for the canvas) when you do, but that won't be available for a few months (if we're able to do what we want at all).
Finally, for the template that switches when you leave the page, unfortunately, there isn't anything we can do about that. Facebook only tells us the user visits your Canvas page when they first load it. When they do, we set a session variable to make sure we 'stick' the Canvas template through their session. However, if they visit the live site, that session variable is erased. If they continue to navigate on the Canvas, there's no way for JFBConnect to know that they are still in the Canvas.
Like you mentioned above:
The user experience needs to be customized to people who is logged in Facebook and are seeing something that they "suppose" is a part of Facebook.
If that's what you're shooting for, you really shouldn't be having them leave your App page to go to your 'live' page.
Hope that explains everything!
Alex