Annotation is from a geodatabase, yes. Style manager, sometimes. I know how to place labels, change thier properties etc, just obviously not how to place them in propoer locations. Can someone tell me where I'm going so wrong? Should I use more leader lines? Should cities have thier labels covering the boundary of their polygon?
It's the little things that count.

Here's one spot to improve: The Huron Lake/El Vado Reservior/Stinking Lake (love the name) area.
It's just super busy. With the road numbers, lake names, stream names, park name and then area name (Rio Arriba) - all just screaming at the reader, that it's very hard to know what to read/look at first.
The labels are not on top of the features. You have moved them to the side, but not enough. They spill over onto the line work. It doesn't have to be much, but it's like if you can get all the text off of key features. El Vado Reservoir is hard to read placed over the road, and the two park names are all scrunched up. Have you considered maybe using a leader line with one of 'em.
Font choices - I have a real hard time with this because I often just have the standard font sets available to me, but the idea is to find fonts that are easy to read at the scale you intend to print. I would suggest a sans font for most things and a serif font for just a few of the features you want to focus on.
Font color - consider using less font colors and more shades. Can Rio Arriba be a slightly dark gray than the gray background? Can you highway symbol text be the same color as the roads?
Highway symbols - anything is better than those circles. Just try something else. Sometimes it takes me days to find the right symbol, and even then it's still a compromise but it's at least better than those circles.
Well, I'm not sure if that is helpful, but there it is. If I have more time, I'll offer more suggestions. And, remember, it's a style thing. If you like it, then go for it, but keep in mind that others might not. The key is to make it readable. All else is just icing.