There shouldn't be any slop in your steering, the fact that it is Reciprocating Ball doesn't does not mean it okay to feel sloppy and it should not make a knocking sound. My 2004 is tight and quiet, in fact I can't tell a difference between it and my wife's 2007 Mustang which is power assisted rack and pinion in cornering, the rack and pinion is a little harsher on feedback from the road.

The seat heater is covered under the initial 3 yr/36,000 warranty and the Chrysler extended warranty if you purchased it or the dealer threw it in on with the sale of the car, but not covered on the power train warranty naturally.

The burnt out bulb light does sound like a loose connection. If you are still under warranty I suggest that you get it in to another dealer and get these problems documented.