Every position is different, but a few things to keep in mind are: 1. How easily will your opponent be able to open lines against your king? 2. Can you keep the area around your king closed? In other words, can you create am artificial shelter for your king to "weather the storm"? If so, you may be able to consolidate and make your material advantage count. 3. Can you exchange pieces into the endgame in the near future? Keep in mind that if most of the pieces are traded off, then the center is the place to be for the king anyway....so you might be able to not only go into an endgame with a material advantage, you may be saving precious tempi by having your king already centralized. Always remember that the castling priviledge must be considered on its own merits....there is the well-known occurence of "castling into it" referring to a case where castling is a bad move....sending your king to a side of the board where your opponent already has the ingredients of an attack prepared.

Sounds like you fell victim to a fork on c7 between your King and Rook. This is a tactic that is usually seen in many beginner's games, kind of in the same league as the infamous "4-move-checkmate". Having said that, you will notice that the World let Mr. Kasparov do it to us in the famous "Kasparov vs the World" match! You shouldn't be so afraid of this kind of thing, as it should be pretty easy to spot. You DEFINITELY do not want to work your whole game plan around ANY specific tactic like this one. Simple development will usually cure these types of worries... Obviously your queen wasn't "home" so it sounds like there is the possibility that you may have moved her out too early, violating an important opening principle. Also you must not have castled early either, or this attack would have been impossible. Just keep your mind on smooth opening development and keep control of the center and these tactics will usually be impossible.

I don't think the two are necessarily related. Chess becomes "work" for me when I am in a pawn-down Rook ending with 3 minutes on the clock after playing for 7 hours and I'm desperate for a draw! But I think chess is what you make it... I find the players that are more creative and put their focus on the actual game have better games and have more fun. The players who are more concerned with their rating and can't sleep because they dropped from #4 to #5 on the ranking list could be considered to be having "less fun". It's a bit too objective, as we all have our own definition of what "fun" is.