Thank you for sharing your suggestions with us. Currently, we are working on improving the site navigation (we'll pay special attention to the documentation - we do agree with you these are the pages from which it is hardest to navigate back to another section of the site). We'll certainly take some actions to improve this, although for now I can't promise they will be exactly what you recommend.
Concerning the demos, you can find links to the other resources available for the product on the overview page of each product demo (ex. http://www.telerik.com/demos/aspnet/Grid/Examples/Overview/DefaultCS.aspx
- you can see all the links to the Help resources at the right end).
the Telerik team