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new to cygwin: where do i get...?

Greetings all:
I am new to this list and to cygwin so please excuse some basic questions...
I installed cygwin from setup.exe from the main site but noticed 
that many commands are missing -- not surprising -- what is the best way to 
populate my various bins? where do i get the commands? I could poke around 
more but on my first go-round i did not find what I was looking for.
Also when bash starts up it is put in /usr/bin, and $HOME is set to 
/home/myLoginName -- which is fine, but that directory isn't there so I had 
to create it.  PATH als is set up to look in cygdriver/... or whatever 
(can't remember now) so I am wondering if I have neglected to install 
something before running this first setup program...
Also when I exit bash it says "logout" which implies that it is interpreting 
that shell as a login shell which in turn implies that I should be able to 
use a .login or .profile as the case may be -- how do I provide some kind of 
initialization when I start cygwin?
Thanks in advance for any pointers!

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