Alan81 - I've had an HS10 since mid last year, and so can agree that the critter takes a LOT of getting used-to! It certainly has its Fuji-isms and foibles. At times - even when you're busily avoiding the gimmicks and trick-functions Fuji loads it with - it can seem to have "a mind of its own".....
And that IS the hassle with it. Go through the Menus and turn "everything automatic" OFF. Start with the so-called "automatic" EVF-LCD switch - it'll drive you ga-ga if you leave it on. It's also a battery-hog.
(Change the EVF-LCD refresh rate from 30 to 60fps - and put the Brightness up 1 or 2 notches, to suit. Make sure the diopter adjuster on the left of the EVF suits your vision - even 1 click 'off' can blur the EVF.)
Don't use the Auto or Program modes (well, Program if you have to - but turn the Auto and Ranges ISO off - set your ISO manually, top button of the 5 on the back-left of the camera.)
Get used to used Aperture Priority for things that don't move, or only very slowly - and Shutter Priority for anything above snail's-pace.
My camera-off and carry-mode is Shutter Priority. Don't be afraid to bump the ISO up to 200, even on a fairly bright day - to get the shutter-speed in Shutter Priority up. Noise at ISO 200 and 400 is very low for a P&S. On even a fairly bright cloudy day I'm switching between ISO 200 and 400 to keep shutter-speed at 1/250th and faster. Using 1/125th is okay - if you're holding steady.
As you've already discovered, the HS10 is VERY sensitive to "movement" with much zoom at all in use.
Don't be alarmed at using the Priority modes as this camera's "standard" functions instead of Auto and Program - as noted above - I use Shutter Priority almost in the same way as I use Program with my Canon SX10, for the usual offhand "snaps" - and when it's needed for moving objects, you're already in it - and just need to increase the shutter-speed up somewhat.
As for Macro - I was used to the Std Macro and Super Macro of the Canon SX10 - the HS10 of course, has to have a Fuji-ism for Macro, too...
Actually - it works well once you realise what it's doing. The Super Macro is almost "conventional" - for very close up - in the 10cm / 4" range. You'll find that if you are really close to the wee bug or such - 5cm / 2" - you'll get distortion at the corners and edges. Keep the target in the centre two-thirds of the image with JPEGs - or shoot RAW+JPEG and correct it in RAW post-processing. The distortion decreases rapidly if you increase the distance from lens to target - much less at about 6"+. (It's not like the Canon SX10/SX20 lens that has almost no Super Macro distortion at under 1cm...)
If you're like me - not accurate all the time - doing RAW+JPEG lets you know quickly after downloading which RAWs are worth processing...!
Now - the "Standard" Macro... Isn't standard, as I was used to with the SX10 - or other cameras. It actually has "two ranges" - from about 6" to 8ft in Wide - and 6ft to 16ft in Tele. Closer-in, you do get some corner-edge distortion - the centre three-quarters of the frame is okay.
You can use RAW and/or Manual Focus in "Standard" Macro. With any MF use - get the zoom distance right - then press the AE-AF-Lock button below the Red Video button on back of the camera. The camera uses the AF function to give a quick "approximate" focus, and "beeps". You then have a 'clear' EVF or on tripod, LCD - image view, if not exactly focused.
At that point, correct the zoom slightly if needed for framing, and/or adjust composition in the frame. Now with the image you want, press the AE-AF button again, and "beep". You then only need to "rock" the Manual Focus ring slightly either way, until sharpest focus centres, then shoot.
Manual Focus in the HS10 works in all modes, including Auto and Program. You can turn that centre "magnified" rectangle On/Off in the Menus. Using that can be a help - but if I'm using MF in hand-held Shutter Priority or Manual Modes, I turn it off.
As you've found, the HS10 in supposed "normal shooting" mode isn't too keen on AF focusing close-in - particularly under about 12ft in Tele zoom range.
So, under 16ft - just change to Std Macro mode. Then those closer things at say 5-15ft, AF well - or you can use MF.
You can also use the Std Macro to get blurred backgrounds with the primary image in sharp focus. No - you won't get that lovely creamy "bokeh" the DSLR folk do - but you "can" blur-out backgrounds quite effectively. Get the primary target - flower, etc - at 3-6ft - and make sure that the "background" in the rest of the frame is at least 3 times the lens-to-target distance - and it will blur-out well.
If you can use a hedge, grass, brick wall, or similar fairly smooth background - not separated items - this works best...
Try the above... And you're sure to have more questions on the HS10 - so post back... The HS10 is a very capable P&S - so long as you "get on top of it and tell it what to do"...!
PS:- Batteries can make a difference to how the HS10 performs. I'm using Sanyo Eneloop rechargeables, which seem to suit it well.
Dave.