Rdr792, its definitely a learning experience the first time you get on a bike compared to a manual x-mission car. Sport bikes are meant to be revved, aka the power band is much higher than in cars. From my experience the 650R's power band is between about 4.5K and 9K, so if you want to roll on the throttle to pass or something you probably don't want to be any lower than ~4.5K.
I've found that the 650R lugs at 3K and lower when you roll on the throttle. You'll know you're lugging if the engine note not is not nearly as smooth...you'll hear a "chuck chuck chuck" kind of sound as opposed to a nice steady purr. It's not great on the engine but its not gonna destroy it, it just means the engine is working harder than it should have to. However, for highway cruising 3K is perfectly fine if you're not rolling on the throttle hard. If you're in traffic its good to ride a couple of gears lower to leave yourself some room to quickly get out of sticky situations (maybe around 4-5K).
As for noisy shifting, I havn't met a single bike that doesn't "clunk" into first gear from neutral or 2nd. However, if its clunking loudly when you're upshifting, that might be something to look into (as long as you're not dropping the clutch). The 650R has a wet clutch so you can afford to give it more gas than a car when shifting without burning your clutch out, and it should sound pretty smooth.
Thats my 0.02, anybody correct me if you've found otherwise. Enjoy the bike, it'll definitely make you a better driver as well. B-)