- when did we see Peter use telekinesis?

Most notably in the 'flash forward', when he and Future-Hiro toss aside all the guards.

- the woman with super hearing didn't "require an iPod" for her powers to work, which appears to be what you're implying. she used it to drown out the noise.

Yeah, that's what I meant. Her power, at least as she dealt with it, was too sensitive and required the iPod in order to block out external stimuli and let her think. Sylar has, in effect, a more useful version of her power.

- hasn't DL phased to avoid being shot before? Maybe I'm not remembering correctly.

Not sure, but he did get shot by Niki/Jessica at one point.