UK Entry Clearance

Hi There

I am a very confused, worried little south african girl looking for advice. I came back home to swap my working holiday visa over to a student visa but was denied entry clearance. That was in October. I submitted an appeal but the consulate over here didn't send vital sponsorship documents I had included in my inital application to the AIT and so I did not win the appeal. Apparently I get to appeal on more time... My questions:

1.) Is it even worth it? I don't mind waiting to see how this second appeal goes because I love being in the UK but I really want to start my studies already so should I just pick another country?

2.) Will I even be allowed into any other country because every visa application form you fill out, they ask if you've ever been denied entry.

3.) My friend has asked me to be a bridesmaid at her wedding the end of this month. Will I be allowed in? I'm flying in to Manchester airport (the wedding's in Blackburn) I have the invite, proof that I'll be staying with her and a letter from my current employer saying that I will be back in 3 weeks to carry on working.

Sorry 'bout the loong story but any advice would be very much appreciated!