Are you referring to your News Feed (Top News), News Feed (Most Recent), or the Recent Activity on your profile?
I think that News Feed (Top News) only displays what Facebook considers to be most interesting to you, so I wouldn't expect your own likes/comments there. The News Feed setting that you mentioned applies to the Most Recent setting.
News Feed (Most Recent) does not display individual stories for comments and likes on posts; you would only see them under the corresponding post, if it is expanded. Are you saying that you expanded the likes/comments and you can see comments from other people but your comment is not there? Sometimes it takes some time for it to show up although it shouldn't take days (unless it was deleted).
If you are referring to the Recent Activity on your profile, there is an additional setting for that that you didn't mention. On your profile's Wall (not your News Feed), scroll to the bottom and click Edit Options. If you have hidden any kinds of stories from your Recent Activity these will be listed and you can unhide any of them by clicking the X and then Save.
As for the Photos tab, that used to be a known issue although the link to Facebook Help in that answer does not seem to work now. I don't know if that means that it should be fixed.
Best Answer
You are basically going to have play with your own privacy settings to understand how it works. (A second way would be to compare the appearance of the profile on your account versus a next account , yes ...very obvious)
Once they are signed up there is nothing you can do about it (minor or not)
http://www.facebook.com/help/?faq=16104
Some signs that they are blocking you.
For individual wall posts that would be tricky and I would say you are stuck. Someone can comment and provide a suggestion for wallposts.