Well the $100k question that you're asking is basically, "How do I get my recording to sound like the ones on the CDs I listen to?"
That, my friend, is a very involved query. Keep at it and hang around the BBS some more and you'll begin to understand why.
To answer your question about your recordings being so much quieter than your CDs -- don't worry, it's not at all uncommon. Commerial CDs go through tons of compression and overall level boosting in both the mixing and mastering process. Your recordings just simply aren't going to be as loud without going through the same process.
As far as your recordings sounding thin -- don't worry, that's not uncommon either. Recording and mixing are art forms, and you'll get better at it as you keep practicing and gaining experience. Commercial CDs are, for the most part, mixed and mastered by experienced pros who know how to get "that sound." You, on the other hand, don't have that luxury just yet (but you will if you keep at it!). Some things to consider in the meantime, though: 1) Once you turn up your recorded tracks to that 'CD volume,' they may sound fuller to you. Recordings tend to sound a lot thinner when played at lower volumes since you're hearing less of the bass and the 'power' frequencies and more of the upper midrange and high end. 2) The first thing you should probably work on is mic placement. Without knowing squat about how to mix or what to do with a compressor, you can improve your sound a lot just by figuring out where the best place to put a microphone on an instrument is.
And lastly, I don't know why your mixdown would sound so much different on your iPod versus what you hear while you're mixing, except that perhaps you're listening to your mix side-by-side with commercially/professionally-produced music and listening to both at the same iPod volume level. That would sure make your stuff seem thin and quiet in comparison.
Hope this helps.