If you got it at an Apple Store, just go to the genius bar and explain your problem. Give them the benefit of the doubt that they'll be helpful - definiteley don't go in and demand a new one. If they tell you there's nothing they can do, then you can ask to talk to the manager. They will listen to you much more if you're nice about it.
My apple store exchanged my MBP twice, and I never had to get "angry." I didn't even have to ask for an exchange, they were both offered to me after checking out my problems.
Honestly, I don't know if you will be able to get an exchange with the problems you have. They ARE hot notebooks, so I think the only way they'd exchange it for you is if there are signs it is overheating and causing damage to the machine. And the CPU whine...Apple's been saying it's "normal" and I have to say, I have heard CPU whines to varying degrees on almost every laptop that's come into my household (non-Apples included). I'm not saying it's not annoying (mine has one as well), but I do believe it will be fixed with a software update so I am content with the workarounds we have now.
Best of luck...but really, keep your cool when you go in, and if they try sending you on your way without any service then you can go nuts on 'em