Many FTP clients will let you click on file and directory names to delete them. I wouldn't be surprised if Filezilla lets you do that. Or, you can use cPanel > File Manager. You can remove any file that you've added, but leave alone files (and directories) that were there when you began playing with the site.

You can make a dummy public_html/index.html file that basically says "Site is under construction. Please come back later." Put your real index file under a different name (such as public_html/index.htm) and explicitly invoke it for testing: http://www.mysite.com/index.htm. When you're done, and ready to go live, just erase index.html and you'll be in business. The server looks first for index.html, then for index.htm, and finally for index.php.

My condolences for using FrontPage. Your only worse choice would have been Word or Publisher.

If you've already sunk a bunch of money into FP or Expression Web (its replacement), it may or may not make sense to switch. If FP is giving you a hard enough time to use, I'm not sure you'll find other products much easier. If the problem is that you realize that FP is producing horrendous code, then you should switch. At least there are some free ones such as Page Mason (from Lunarpages), a demo version of CoffeeCup (unfortunately, the full product is no longer free from LP), Nvu, Komposer, a number of other free page editors, as well as Dreamweaver (rather pricey) and other pay-for-play software. Do an advanced search on some of the names I listed, as well as "page editor" and "html editor" and see what others have to say. Google "free page editor", "free site editor", and "free html editor" and spend a lot of time reading...