Rebbe,
We learned that Moshe Rabbeinu felt weak when he heard about the egel hazahav. Then Hash-m said "Heref miminu v'asmidaym, leave Me alone and I'll destroy them etc." Moshe took that as a sign that he should do the opposite, pray for B'nei Yisrael because he reasoned: "Was I holding on to You that I should now leave you?" Yet we find that Yirmiyahu Hanavi 7:16 was also told: "And now don't pray for this nation etc..." Should Yirmiyahu have taken that as a sign that he should davka daven for them or should he have accepted it as seems to be the case?
Also on the same daf - we are told that fasting is better than other actions because it's b'gufo. Elsewhere, Taanis 15, concerning anshei Nineveh we find the opposite. It says: "Vayar Hash-m es maaseyhem." It wasn't the fasting and affliction that caused a change, it was their teshuva and changing their ways that saved them. Is this a setira?
B'kavod,
Sam Kosofsky
It seems to me that there is a subtle difference between "Leave me alone", which is meaningless (as the Gemara that you cited explains), and which was therefore said as an insinuation, on the one hand, and "Don't pray for this nation" which clearly means what it says. What's more, Hash-m continued there that even if Yirmiyah did Daven, He would not listen, leaving him in no doubt as to what He meant.
And regarding your second question too, I would say that there is a subtle difference between the two cases.
Ta'anis is a Kaparah, and so is Tzedakah. The one hurts one's body, the other, one's purse. Consequently, as a general atonement, the former is more effecctive, because bodily suffering is a greater Kaparah than financial loss.
The Gemara in Ta'anis however, is talking about a specific Teshuvah for specific sins, where the essence is to make good one's deeds. Fasting is all well and good. But it does not constitute making good one's deeds (see Haftarah of Shabbos Shuvah).
It can be compared to King Sha'ul (in the Haftarah of Parshas Zachor), where Shmuel ha'Navi told him that to obey is more important than bringing Korbanos. The same could have been said about the people of Ninveh, had they fasted and not made good their deeds.
In short, fasting may be more valuable than deeds when no specific deeds are called for, but not when deeds are the order of the day.
Kol Tuv,
R. Eliezer Chrysler