The pages that you have after running through the checkout are correct. You have chosen a PayPal standard setup with the inclusion of the PayPal Express Checkout.
PayPal standard is a remote checkout, when you choose to submit the order on the confirm page you will be directed to PayPal to complete the transaction. The user will then be returned to your site. However you will not know the status of the transaction at this time, that info will only be sent to your IPN page sometime after the transaction has occurred.
Due to this interaction I would strongly recommend not using Payments Standard. I think the best option is Payments Pro. This includes Express Checkout (the button at the top of the checkout page) as well as Direct Pay (a form to gather cc info on the checkout page). This version of PayPal is a local checkout so you can stay on the site the whole time. If a use enters cc info they will go to the confirm page to see the details and cost of their purchase, then when they confirm they will go to either the success or failure page. This is the method I would recommend as it can be difficult to get a Payments Standard checkout setup correctly with the IPN page.
