I've skimmed through the books but I'm a little confused about powers. Unarmed monks for example get +3 Atk and 1d8 naturally. Is the +3 only added to rolls when you make a basic attack or does it get added to your abilities? For instance I use Drunken Monkey, it is only my D20 roll + Dex modifier to hit vs. Will, and whatever damage it does right? If so, do weapon proficiency bonus' add to abilities for other classes that use weapons or does that work the same way or does it count if the ability uses x[w] key?
It gets added to any and all of the weapon keyword attacks that you make.
For instance on your weapon attacks the attack roll would be determined by the following:
For the damage you will use the 1d8 for the weapon damage (represented with [W])
Not all weapon attack powers use the [W] damage, however most of them do.
Finally one of the recommendations I will make is that if you are new player you might want to take a look at a DDI subscription. You will have access to the character builder which does most of the character math for you and also gives you access to the DDI compendium which gives you access to all of the powers/feats/monsters and a ton of the stuff that wizards has put out.
Monk's +3 unarmed proficiency bonus is only added to weapon attacks, not monk "Implement" attacks. Monks are confusing.
The difference is in the keyword of the power.
Drunken Monkey has the following keywords: Full Discipline, Implement, Psionic
The one we care about is "Implement"
Because monk attacks are implement attacks, they do not use weapon proficiency. Instead, they use
To increase the attack mod, you need to invest in feats like "Ki Focus Expertise"
If this helps you to understand how the monk works, divide the monks attacks to two categories, as Brian said above (and as they are divided by keywords).
The first one is the weapon attack, an attack like the fighter's, when the monk attacks with his unnarmed strike or a monk weapon. There is nothing more than martial prowess to that, so the attack roll would be of the formula: Prof.Bonus+half your lvl+Str.modifier.
The second category is the psionic implement attacks, where the monk uses his training and power of will to achieve feats far from normal. These do not rely on how proficient one is with a weapon, but rather on his mental training (thus the psionic and implement tags), and how well can he channel his mental power. These do not gain a Prof. Bonus but an implement bonus, as they are closer to spells than to martial attacks.