Do they know what they want?
Yes and no. Internally, subconsciously they know what they want, but they could never tell you, because consciously, they don't know. The good thing is, they know when the thing they want is right in front of them.
Does any one know what they want from a man?
That's a tough question. Are you asking about right now? Or tomorrow? Or in five years?
What do they want honstly?
Everything you want. They just want it delivered to them differently.
I am honestly to the point of saying to hell with women...So to hell with them.
That's about the best thing you could say in your situation. The more you say that, the more they'll want you.
Ok, so enough of the short answers to your questions. I did answer your questions honestly and there's a lot of truth in my answers, but to help you out more, I'll elaborate. (MBabe, Kori, and HotKajun, feel free to correct me if you think I'm wrong)
Women, at first, want what they can't have (Just like us dudes). I can honestly say that every woman that I've ever had a relationship with that went beyond friends happened because at one point I was unobtainable in their mind - which made me desirable. This includes my wife.
Once you "let" the woman have what they thought they couldn't have, you have to make it worth the effort she went through to get it - meaning you have to continue to be exciting and fun to her - and at the same time make her feel that you could decide to take all the fun and excitement away from her at any moment. So, in short, she wants a chase. Which in her mind equals, passion and romance. In your mind it equals B.S.
Then, eventually she gets tired of the chase and desires security. This is evident when she starts introducing you to family and talking about engagement rings. Though, she still wants passion and romance (aka drama) in her life, so a little chase is still required, but she'll do what she can to start reeling you in closer.
After that, it's marriage, and well, I'm still new at that, so I'm going to hand that subject over to some of the other guys here.
The problem that most guys have is that they try to jump from the "hey we just hooked up" stage to the "I'm going to spend everyday with you this week" phase. I know, I did this several times and they always ended in "let's just be friends" conversations. When you do this, you take the excitement out of it for the woman and you look too eager. Instead, by playing the game (intentional or not) of keeping her at a distance, it shows that you have confidence, that you have a life outside of her, and it makes her scared of losing you.
So, that's my answer to your questions. Hope this helps!
P.S. It's funny you ask this question today (well, I guess it was technically yesterday since it's 2 am) because I was doing some research on Neil Strauss after Blondeguy posted about him. What I found is that he spent two years learning and perfecting the craft of a pick up artist - someone who can easily meet and hookup with women. After two years, he decided to write a book called,
The Game: Penetrating The Secret Society Of Pickup Artists, which I bought today (right before I saw that you posted this). I read the first five chapters tonight and will do a review of the book here at SBG when I'm done with it, but I recommend you go buy it.