The answer to part of your question is the U.S. is not a direct democracy, it is a democratic republic. That means we elect representatives rather than each of us voting directly. This goes back to the founding of the U.S. and the U.S. Constitution. It was, more than anything else, a compromise -- a compromise between states' rights and federal rights, and also between those who favored democracy in a pure form and those who wanted a system closer to the English monarchy.

We use the word "democracy" loosely but there probably hasn't been a democracy in the true sense of the word since the ancient Greeks gathered on hillsides. And even then I bet women, slaves, etc. couldn't vote.

I don't know this but suspect the drawn-out nature of our Presidential primaries was the result of smoke filled room politicking between states and other interest groups. Personally I don't mind it because many of us get the chance to see the candidates for a while before we are asked to choose. The flip side is the nominees are usually (not this year) chosen before primaries are held in many states. Those voters essentially only have a choice between two candidates, the nominees of the only two meaningful parties.

I know I am not addressing your entire message. A college class could spend a semester on this topic.

>I'm trying to understand how the political system of the US work and I need your help to clear the things up.
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>For comparison, here in Canada, the political leader of a party is choosen by the (paying) members of the party. We don't vote for a delegate, we vote directly for the leader of our choice. As I understood it, in the US you vote for a delegate that will vote for you. Why is this? Why can't you vote directly for Clinton, Obama or McCain for exemple?
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>In the US, the vote for the presidency is spread accross many weeks. It seem to me anti-democratic because the last states to vote know the previous results and it will affect how they vote. When there's a vote here in Canada, either for an election or for the leader of the party, the vote is done in one day. More than that, it take into account the different time zones and try to hide the results of the eastern provinces to the western provinces until the western provinces poll boots closes. Why not do the same thing in the US? Is it the same thing for the general election?
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>Here we have 4 parties who share the power in the parliament. The US seem to have only 2 parties (Democrats and Republicans). Why only 2? Is it in the Constitution?
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>In the US, it seem that you vote once for the president and once for the parties. That's a good thing IMHO. Here we can only vote for a party in a general election. The leader of that party is automatically named the Prime Minister. I also like very much the law that limit the number of mandates to 2. I whish that this law could be adopted here in Canada.