The 5V pin is the output of the on-board 5V regulator. Yes, you are correct that it can be used to power external components which use a 5V connection.
The 3V3 pin is the output of the on-board 3.3V regulator. Same as above as for powering components from it.
The VIN pin is slightly more complicated. If you are not powering it from USB but rather from an external power supply, that supply is directly available on VIN. However, the ATmega328 is still powered from 5V which is available on the 5V pin after being passed through the regulator. So the VIN pin is unregulated (unless your external supply is regulated) and should probably not be used to power external components.
Unfortunately, I believe all the pins on the arduinos are only rated for 40mA. So while your power supply might be able to provide more, if you take it from the power pins you should not draw more than that.
As per my comment, you have specified UNO board, but it doesn't have Keyboard/Joystick required definitions for the board (I'm not sure if UNO has any buttons to be defined there, it only has Leds, and leds are defined in Led.h - check out \LUFA-111009\LUFA\Drivers\Board\AVR8\UNO)
So what you could do is to create Board folder under your KeyboardMouse and make empty files Joystick.h and Buttons.h there. This should get you going further. Errors you are seeing are due to the following code in \LUFA\Drivers\Board\Buttons.h
#if (BOARD == BOARD_NONE)
#error The Board Buttons driver cannot be used if the makefile BOARD option is not set.
#elif (BOARD == BOARD_USBKEY)
#include "AVR8/USBKEY/Buttons.h"
....
#else
#include "Board/Buttons.h" <------ THIS IS EXECUTED SINCE UNO DOES NOT HAVE BUTTONS
#endif
So your error
../../../../LUFA/Drivers/Board/Joystick.h:119:31: error:
Board/Joystick.h: No such file or directory
means that your folder structure and your LUFA configuration is correct, but you're missing file Buttons.h in your KeyboardMouse/Board/ folder. Got it?
Try what I've suggested and see how far you get. You can see how to define buttons in other Board's folders, for example in LUFA\Drivers\Board\AVR8\USBKEY\
EDIT
Btw, I forgot to mention, error about common.h should go away hopefully after fixing this since that ........\ is coming from a file in a different location in folder structure thus confusion.
EDIT
OK, so here's the link on how to build custom board drivers:
http://www.fourwalledcubicle.com/files/LUFA/Doc/111009/html/page_writing_board_drivers.html
What you need to do is to copy files Buttons.h and Joystick.h LUFA\CodeTemplates\DriverStubs\ (or try copying Buttons.h and Joystick.h from USBKEY better, I think you still would need to specify a value for each definition otherwise) This should get rid of undefined errors. You have TODO sections in the files that you need to update.
OK, so I think I should also mention how this is supposed to be used before going further. These drivers/definitions are meant to be used in a specific manner in your code, and LUFA is unifying the approach for you. As far as I can tell, buttons are used in a following manner:
if (Buttons_GetStatus() & BUTTONS_BUTTON1){ ... do something when button 1 pressed....
This way, if you have several boards with at least one button, your code should theoretically stay the same across the boards.
Similar stands for LEDs, you can use them like:
LEDs_SetAllLEDs(LEDMASK_USB_NOTREADY);
....
LEDs_SetAllLEDs(LEDMASK_USB_ENUMERATING);
I hope you get the picture. In order to use these library functions you have to define buttons/joystick/led specifics in their respective header files. So for example - in buttons.h you need to specify any custom header files you need, add port masks for buttons (on which pin of which port they are connected), specify port initialization and how to read the status of the buttons. You can find all of that in the USBKEY's buttons.h - e.g. it's importing common.h, defines BUTTONS_BUTTON1 like pin 2 of a port, initializes PortE with this button (so button is pin 2 on port E), and in Buttons_GetStatus it reads the status of the button.
I could go on and on in the same manner for joystick as well, but I hope you get the picture. Joystick is more involved but it's like having 4 buttons of which 0, 1 or 2 can be active at any time.
BTW, this is only useful if you have any buttons on your board. For example, I made keyboard driver without any buttons (I had to remove buttons specific code though). I used Ir Diode to read remote control codes and make the board act as keyboard. So you don't really need the buttons, nor the joystick (of course, it completely depends on what you're doing).
Best Answer
Re: Arduino Uno
I'm a huge fan of the USB-AVRs. Last year I built an AT90USB162 board. Since then, I've been working on a single chip Bus Pirate clone on one and using them to build USB connected test jigs for our production line.
I also love Arduino.
I had hoped that the Arduino Uno would combine the two chips. But, I'm disappointed. My advice - wait for v1.1 (Uno punto uno?) (see @reemrevnivek below).
Looking at the Uno schematic, they haven't connected up most of the pins from the ATmegaU8 (not even out to pads). So, lots of interesting LUFA stuff won't work without big changes (JTAG, AVR programming, SD cards as mass storage, etc)
There are two lines connecting the ATmegaU8 to the ATmega328 - meant for a serial link.
My advice, buy a Teensy. If the Arduino users start coding for ATmegaU8 it'll run better on Teensy's ATmegaU4 and have acres of flash and RAM left. With the DFU/HID bootloader in the ATmega8, things must be very tight indeed.
PS. ATmegaU8 as FTDI replacement for Arduino - see Benito and Uno response.
PPS. Here's the FAQ. The U8 is a cost down.