Yes, I'm using devel w/theming, and I get "theme_pager()" as the function to override for this full pager at the bottom of my View. Ok. So all I did was copy theme_pager() over into my template.php, rename "theme", and suddenly, my pager is stripped down to just the pages-- it no longer has the prev next, first last links.
I tried removing that theme override again, and instead use the theme_pager_first(), and that one I can play with all day.
Can someone provide some knowledge on what's not right for me?
Note: My end result is to make a fully customized pager with the first/prev always showing but greyed out and unclickable on p1, and to have not the full slew of 1..9 but just ".. 5 6 7 8 .." with a moving range in the middle. First requirement described is more important than the other. If I have to settle for just first/prev, next/last (always showing but not always clickable) with just a 1 of 9 in the middle, I think that would work as well.

Comments
Not sure why you're seeing that...
Where did you copy your theme_pager from? Are you using a base theme? Overriding theme_pager and boogering around should be the way to go... works for me.
default theme_pager
http://drupalcontrib.org/api/function/theme_pager/6
copy that and let me know how it goes.
pager.inc
I took theme_pager() from pager.inc in core. I didn't see another theme_pager in either Views module or Zen subtheme.
(now looking-- yep, that's the same pager)
Ok so maybe I've done something else to interfere with my proper boogering.