I don't want to buy an argument with you but you might be doing something wrong if as you say:-
"And if you decide to go SMFS ( like myself ), they will hit you with massive cost , if you dare to outperform market, my bill for 2011 $ 10,000... ( not counted contribution 15 % tax.)"
Please share with us in more detail how they will hit you with massive cost, if you dare to outperform the market. This is simply not true!
All that I am aware of is you pay 15% tax on contributions put into the SMSF (for which one can claim a rebate)and 15% on your profits. If as you say, your SMSF had to pay $10,000 tax without counting the 15% contribution tax, then, you are either just plain bragging or you have only told half the story.
