Sekkai, first let's sort out the names of the plugs just so everbody is on the same page...
molex = what you've been calling 4-pin
3-pin = the plug from the fan you have in this photo dsc00470oui.jpg, which is NOT one of the stock case fans
4-pin = looks JUST LIKE the 3-pin (same shape, etc) but it has 4 instead of 3 pins.
OK, with that out of the way... The stock case fans have molex connectors AND a speed control. As you've noticed, the speed control for the rear and top fans are on the rear of the case. Low is the only setting I use. Med is a bit too loud for my taste, and high is a deafening roar. YMMV, but that's my $0.02. The front fans have molex connectors and a speed control in the front of each HDD cage. It looks like a knob that you can turn. I usually leave these on low, except for the topmost fan which I will sometimes crank up when the comp is under high load since it blows air right across the RAM and NB heatsink.
NONE of the stock case fans will plug into the motherboard. At all.
[Personally, I wouldn't use a fan controller with the stock case fans. The built-in speed controls will do that for you. If you replaced them with aftermarket fans, then a fan controller would be warranted]
The fan you have for the CPU heatsink will plug into the 4-pin header marked CPU on the motherboard. IIRC, its towards the top of the mobo near the RAM (double check, it is labeled). It's OK if the CPU heatsink fan has only a 3-pin, it will still fit in the 4-pin header on the mobo (like RAM it only fits one way, there is a notch). The other case fan you have with a 3-pin (dsc00470oui.jpg) you can plug into one of the 3-pin headers on the mobo marked SYS (maybe SYS_1, SYS_2 or something).