In terms of mainstream Christianity, that is, Trinitarianism, your questions would probably be better answered by referring to the Athanasian Creed (better formatted). Trinitarianism has also sometimes been summarized by the following diagram:
While the Nicene Creed is less explicit compared to the Athanasian Creed, the seeds or Trinitarian doctrine are still present. Christ is "God of God [...] very God of very God [...] consubstantial with the Father" and Christ is Him "by whom all things were made". Compare with "God, the Father Almighty, Maker of all things visible and invisible" and the idea that Jesus is God is clearly evident.
With that in mind, let's look at some of the points in your question:
And Jesus said unto him, Why callest thou me good? There is none good but one, that is, God.
It is usually understood (see jaredad7's answer for a Patristic citation) that Jesus is making a point here; that is, by observing that only God is good, and He Himself is called good, He therefore is God.
the Holy Spirit comes down from the Father in Heaven during the baptism of Jesus
Right; since the Son is neither the Father nor the Spirit, we shouldn't be surprised that they can all manifest. For that matter, one might expect an omnipresent God to be able to manifest as many "simultaneous instances" as He wants.
in Matthew 4:1 the Holy Spirit led Jesus to the desert to be tempted
Again, the Son is not the Spirit. It's also important to keep in mind that Jesus has a human nature at this point, which has an influence (allowing Him to experience temptation, for instance). Also, the Trinity is weird; in His incarnation, Jesus sometimes limited His knowledge, so there is clearly some sort of mental separation that happened. That being the case, this particular interaction of those separated states should not be surprising.
In many instances, Jesus prayed to God the Father for the ability to perform miracles, asking his Father God in Heaven for a miracle.
This is the most interesting point you raise, and is worthy of its own question... which has perhaps been asked: If Jesus is God, who/where does Jesus pray to?. That said, one possibility is that Christ is offering an example for what we ought to do, and/or is in a sense "talking to himself". It's also worth noting, as you did, that Jesus Himself performs miracles on many occasions, and even speaks of the Resurrection in terms that it is He Himself doing the resurrecting (John 10:18). Thus, while it's interesting to ask why He asks the Father for miracles, the answer is clearly not because Jesus is incapable of performing miracles Himself.