When you see someone with rockets, their first reaction is to jump, and yours should be, too. A lot of times winning a "rocket encounter" can be done by waiting until your opponent has almost landed back on the ground from his jump, and then firing directly at the ground where he's going to land, so that your rocket hits right as he's within its kill range.
You get killed from 1 round because they're grenading at your feet and then BRing you at the exact second that the frag blows your shields out.
You have to find that sweet spot which is firing just enough to get their shields down to the point where one melee will kill them. It takes a lot of playing, but once you find it, you'll be able to AR/melee and either win, or get a simul-death most of the time.
Again, there's a sweet spot here for the range you need to be at before firing. If you fire too soon, then you almost kill them, and they'll fire afterwards, killing you. And of course, if you fire too late, then they'll shoot you first. This is another thing that just takes practice. And even then, because of lag, it's really difficult sometimes. Out of all of the issues you've named, this one's the most annoying, IMO.