Yes, anthropogenic emissions of CO2 are a real threat: the scientific evidence for this is overwhelming. The IPCC summaries provide, every 6 or 7 years, an overview of all the science. The most recent completed one is AR4; AR5 is being finalised now, for publication over 2013-2014. The physical science basis is summarised by IPCC Working Group 1
And yes, some other anthropogenic emissions are, gramme-for-gramme, worse than CO2. Their total levels of emissions are all lower than CO2, and they have different lifetimes, which means that you need to pick a particular time horizon to calculate their relative global warming potential (GWP).
At a 100-year horizon, methane (CH4) is about 34 times as damaging as CO2, weight for weight. Whereas at a 20-year horizon, that factor is about 86.
Water vapour is more prevalent, and has a higher net feedback effect. However, we don't directly change the net amount of water vapour in the atmosphere: it regulates itself very quickly (days to months, rather than the years to centuries that methane and carbon dioxide take), so is considered a feedback rather than a forcing. Warmer air can hold more water vapour, so global warming from other greenhouse gases may increase the warming from water vapour.
To effectively fight catastrophic climate change, we need to cut emissions of carbon dioxide, methane, and the other greenhouse gases: industrialised nations have to cut their annual emissions by about 80% (on a CO2-equivalent basis), and fast (within 2-4 decades, with front-loaded cuts). That doesn't leave much room for any emissions. So it's about cutting CO2, CH4, N2O, HFC-23, HFC-134a, SF6, and so on.