Some annoying behaviours

[Francis Moreau]

Hello list,

Emacs is cool but I'd still like to fix some annoying details to make it
perfect.

The first one is about the 'completion' window which doesn't close
automatically once it's no more needed. I know I can switch to this
window and close it but it would be really nice to make this auto.

The second one is about new windows that are automatically open
by Emacs, for example when I start a compilation or GDB. Emacs
choose an old widow (almost randomly) and replace this one with
the new one. But it always choose the wrong window to replace.
Is it possible to make a 'sticky' window that is a window that
can't be chosen by Emacs to be switched by a new one ?

Thanks !
-- 
Francis