I've read on the wiki that this is meant to take long and it could even take up to a day to sync with the network however I've noticed in the past hours that I've been watching it that sometimes progress skips back. What I mean is at some point there were about 9500 blocks left to load and suddenly it skipped back to over 10000. Is this normal? Should I just wait it out and stop starting at it?
Yes, this is normal. What is actually happening when the client is synchronising with the network is it is downloading and verifying the complete history of every transaction that has ever taken place on the Bitcoin network. Naturally, this history is constantly growing as new transactions are made, which causes your progress to slide back every now and again. But don't worry; unless you have an extremely slow connection, the client will be able to keep up and will eventually finish synchronising.Also, I haven't seen any clear answer around, but will I have to wait long times every time I run the client?
No. When the client synchronises with the network, it only downloads and verifies blocks of transaction history that it doesn't already have. When you start the client after it has fully synchronised previously, this means it only needs to download new transactions that occurred since the last time you closed it. This also means that if you close the client before it has finished synchronising, it will pick up where it left off the next time you start it. It never has to start from scratch again unless something goes horribly wrong, eg, the file gets corrupted or something.And lastly, would I be better off using an online alternative or a more lightweight client? Is it worth sacrificing encryption and security for a faster load time?
Probably not, as long as you can spare the bandwidth. The extremely long synchronisation time only happens the very first time you run it, after that it shouldn't be an issue. 
