You do not have to include command buttons on every form. You could create a few forms that are pop-up modal=no.
I am not sure what you are referring to with the first and last record. Perhaps you can disable the form's ability to Add Record via the form's properties.
Reports should be opened in Preview Mode. A Modal form may still work here. I believe you will have to use Overlapping Windows, though. That setting is in the Access properties under Current Database. Having said that, Since 2007 or maybe 2010, you can add command buttons to report's when opening in something that I believe is called Form View. In addition to all of that, you can create custom Shortcut Menus for the mouse right click.