Chad,
It's reasoning like yours that caused IPv6 to be extremely slow to be adopted.
Privacy - do you realize how big a normal address block (a /64) that is assigned to a user is? Please try and find my HTPC and laptops in my /64: 2001:470:36:34c::/64. Have fun portscanning 18,446,744,073,709,551,616 addresses. It would take you 5.84554531 × 10^6 centuries if you scanned 1,000 addresses a second. I am pretty sure my router would ban your ip after the first second or two. Use more computers and it just becomes a DDOS attack. It is not like hiding a needle in a haystack but hiding a needle in the middle of the ocean.
No NAT - To me this is a good thing. The Internet was designed to allow any node to directly connect to any other node on the Internet. The lack of IPv4 address necessitated a kludge know as NAT in order to allow for expansion till a new system could be found.
Security - EVERY computer should have a firewall. Even on an IPv4 network. Nothing changes except that the target is a little harder to find in an IPv6 address space.
Absolutely no need to scan your IP range, just wait for your client to send a packet and I already have your IPv6 address. You do enough communication that obtaining this address is trivial if I was a nefarious bad guy and setup a honeypot. Plus it's not the bad guys who will be counting your hosts, its your ISP hoping to tap a new "revenue source". Current IPv4 NAT mechanism makes it impossible for your ISP to know how many PCs, consoles and phones your using.
No NAT - VERY VERY BAD IDEA. NAT wasn't created by an industry task force or engineering group, it was originally created as a layer 3 network proxy by a guy in a basement. He wanted to connect multiple systems to the internet through a single phone line. The technique passed on from person to person until it morphed into the Network Address Port Translation that we use now. It become a standard not because it was desired, not because some industrial group wanted it to. The very purpose of NAT is to hide a private network from a non-private network, the extra IP address's was a bonus. There still is a requirement as is obvious by the sheer number of people asking for it.
FW, every computer does have a FW, but home users are not security experts. Not only that, but IPv6 devices are in a exclusive deny mode "allow all unless exclusively denied" by default. This provides nearly no protection at all, every user is at the mercy of whatever internet bad guy happens to know their IP address. IPv4 NAT provided a security layer through two methods, first being obscuring the local infrastructure, second being restricting the target silhouette. The attack has to penetrate a hardened linux / unix FW device with minimal services running that isn't accepting any unknown packets (client must initiate connection). This is vs the attacker penetrating a Windows OS from an OEM, who ships it with services turned on that shouldn't be, that is accepting connections from anywhere in the world.
Wishful thinking does not solve what is a very real security threat to consumers. Enterprise entities can easily afford a SPI firewall and the security personal to configure and maintain it, home users not so much.