difficulties with th-sound and the english R?
<<More generally then, do children in America as they're learning to speak use [t, d] rather than [f, v] as a substitute? (not counting children growing up in areas which predominately use [t, d] anyway). >>
No, American children learning to talk make the same substitutions yours do.
for a french speaker, the sound "th" is a nightmare, something almost impossible to pronounce. Usually we tend to prounounce it like the sound "z" or or a "d".
I personnaly don't have any problem to pronounce the english "r"
What do we mean by "English R?" There are actually four different pronunciations of the letter in native English, depending on the dialect and, at times, the position of the letter:
--an alveolar approximant [r\] -- basically the educated standard for British and American speech
--a retroflex approximant [R\] -- common in Ireland, America, and parts Western England
--a labiodental approximant [v\] -- found in many non-rhotic dialects of English, particularly in England and the Northeastern United States
--in some Scottish English, as a slight alveolar trill or flap -- [r] or 
So ultimately, there's enough leeway that the only Indo-European languages that really pose a problem are those that use uvular trills or fricatives. Although again, this is not universal, since most of those languages (e.g. French, German, and Dutch), have dialects that use [r] as well.
There aren't really a lot of areas of the US that genuinely use [t] and [d] as substitutes for the dental fricatives (although, as Travis mentioned, you may encounter it in some of the stronger accents in the Upper Midwest or Great Lakes region). There are many dialects (particularly New York City), however, where these sounds are made with the tongue retracted slightly (I don't know how to express that in the IPA) so that the "th" in "thing" is sort of in between [t] and [T].
>>There are many dialects (particularly New York City), however, where these sounds are made with the tongue retracted slightly (I don't know how to express that in the IPA) so that the "th" in "thing" is sort of in between [t] and [T].<<
Are you referring to the affricate [tT] by such?
You said it yourself: the alveolar approximant is the standard for educated British and American speech. The rest don't matter.
>>You said it yourself: the alveolar approximant is the standard for educated British and American speech. The rest don't matter.<<
/me incinerates Mxsmanic with eye lasers.
/me reflects laser back onto Travis' forehead with 007 watch, etching him a third eye.
>>Japanese uses the word "Sankyoo" from English as a very formal way of saying "Thank you." <<
I have to disagree with you... "sankyuu" is from english but it's the most informal way you can think of... it's far less formal than, say, "arigatou."
"do you have difficulties with th-sound and the english R?"
Yes! Those are the exact English sounds I have a problem with. I can't pronounce them like a native speaker, but I have my own way... LOL :)
Excuse me, "a very polite way of saying thank you"" would have been a better choice of words than "a very formal way." However my sources are reliable (Mangajin - a bilingual Japanese animation magazine).
Re: Sankyu (Mangajin spelling) - I rechecked my notes on this one and it is an informal way of saying 'Thank you' in Japanese with the nearest English equivalent undobtedly being "Thanks." My main point however is to illustrate difficulties Asians have in pronouncing the American /th/ sound. I have heard Thai and Chinese people pronounce it like /s/ also.
<<for a french speaker, the sound "th" is a nightmare, something almost impossible to pronounce. Usually we tend to prounounce it like the sound "z" or or a "d". >>
Aren't there people who lisp in France, Bernard?
Most French people can learn to pronounce the sound of 'th' in about thirty seconds, with a bit of effort and a proper explanation. Of course, they have to want to do so, which is rarely the case.
Why would they not "want" to learn a sound that frustrates them? I would imagine that it is a case of the sound just being foreign to their experience, rather than a lack of effort.
I think most speakers of other languages I've met pronounce the "th"and "r" fine in isolation. It seems to be connecting these sounds with others that poses more a problem.
For example, my husband can pronounce all English sounds correctly. He can say words by themselves fine. However, while he may pronounce "these" for me just fine, when he is speaking the sound will be modified.
Ex: "I say these people are..." His "these" sounds closer to "dese".
It is only when he says it while concentrating that he produces the correct sound there. He's not the only one I've noticed doing this with the "th" sound.
Any explanation why foreign speakers do this? I am hesitant to attribute it to laziness, though perhaps this is a valid explanation.