Maybe everyone is as chaotic as you Swordy !! 

Reading your post it sounds like you simply need to be more organised.
Make a folder , call it "my Music Projects" in that folder make lots of folders , call them your songs names , put every thing connected / related to each song in it's appropriate folder.

But Cubase offers to save a new song in a folder with a 'song name'.audio (empty) folder in it? it uses this folder for the audio channels you open in the song , it also saves it's own version of Rex / edited audio files to this folder......well mine does anyway!
Any other files you use you can copy / move to the 'song folder', when I am reasonably happy that I know which samples are to be used in the song I move the samples to the 'song folder' (in my case D:Cubase'song name') , start up Cubase , it looks for the missing audio files , click 'search automaticaly' , and it should go straight to the 'song folder' (with the 'song name'.audio folder in it), if it doesn't, do the honours and point it to the right folder, cancel the audio files you dont need and purge them from the audio pool once the program is open. The wave forms have question marks on them in the Audio Pool.
I put my .fxp and .fxb files in a folder in with the appropriate instrument , naming each file after the song they belong to, this is not the best way I know because I end up having to back up my whole vst plugins folder, another way would be to put them straight in the 'song folder' but then you would have to name them after the instrument they belong to.
Cubase also automatically creates and saves it's own .all , .arr and .ovw files in the designated 'song folder', the one with the empty 'song name'.audio folder in it. So save the rest of the songs components in there to.

Was that exiting enough?