Man, there are some super nitpicky complaints about this show. I guess if you really want to find something to hate it is easy to pick things out in anything, though.
Sure, you might not feel pain in SAO, but there is certainly discomfort if someone is crushing your hand. You would also expect pain so you have a programmed behavioral response.

About hair color, have you never played a game where you can change your character's style? Shoot, in WoW you can even race change now, can't you? Is it really such a stretch of the imagination that you might be able to dye your hair anime color in a game?

Regarding aging, the NervGear probably just scanned them in the beginning and doesn't do continuous updates. The full body scan required them to touch themselves all over and they obviously can't do that anymore.

Training a boss monster to town just sounds like a terrible idea in a game where life and death is on the line. Have you played a MMO where you could train a boss to town? Tons of random people die, the NPCs generally don't help, and sometimes they even make the boss stronger. Overall, it just seems like a terrible idea. People could die while you're not fighting it the way it is supposed to be fought. Additionally, it might have extra behavior regarding towns that would be bad for you and you really just have no idea what it is going to do. I remember one boss in WoW that would get stronger/heal itself everytime someone died. This included NPCs or just random level 10's that happened to be in town.