Make it more noticeable that you can login using those methods during registration.

Also a few more things:

When I login with OpenID for the first time it automatically logged me in to my admin account, I thought I would need to associate it first but ok. As for Windows Live sign in, why can't we associate it with an existing account instead of having to make a new account with it.

With OpenID I couldn't say, I don't use it.

I know the process for the Windows Live stuff is fairly painful, but it's also not fully supported last I checked (I think they are working on some improvements) keeping in mind there are terms they must follow for the API to be permitted

You must already be logged into the admin account when you login with OpenID unless something has changed. When I first enabled OpenID I tested it and I had to create a new username just like I did with Windows Live when I activated it and tested it.