I have an iPhone and everyone plays with it?

I always have this problem everybody asks me for my phone to play and then read all my private messages, i tried to put a lock on my phone but they say that i'm hiding something from them. I can't be private everybody gets to know it somehow, and always its my phone which causes trouble, i have alot of friends with iPhone's but they don't give it half of the time and no one even asks them for it, in short my question is sort of HOW TO BE PRIVATE?

Which is the price of an iPhone in USA?

Hi, I'd know how much is an iPhone 4S in USA because here in Italy is very expensive (700€, 918$) and I heard that the price in USA is less, like 250/300$ and I think it's very strange, is it true this?
How much is an iPhone 4S there? And an iPhone 5?

How to track my stolen iphone?

Okay, so my iPhone got stolen and it's either turned off or my sim card is taken out. Is there any possible way for me to track my iPhone now, if, let's say, the thief replaced my sim card with theirs? If yes, how?

Is there another way to turn off an iPhone?

I have an iPhone 4 and the button on the top that turns the phone off/puts it in sleep mode doesn't work. Is there another way to turn it off? Answers would be really helpful, thanks!