Definitely a good example of an instrument thats wise to research beforehand, with a focus over more than just the jam you are currently working.

Typical use breakdown:

Sets: Just use one. All your samples can live in this set & as many projects as you care to set up.

Project: 1 project contains a typical live performance or group of tracks. Good idea to regularly save to new project. (equivalent of timemachine based backup)

Banks: Each bank contains 4 parts. The parts can each be an entire song, or else a part of a song. Typically 1 bank = one song for me.

But I get your emotion… the frustration for me is the limited number of sample slots per project. Even with sample chains etc, i would kill to get 256 or 512 slots for static samples.

As a band aid fix for your current work there has been discussion & Beta testing around a Windows OT sample manager which would allow transferral of samples/parts/patterns? between projects on here a while ago.

http://www.elektronauts.com/t/octatrack-sample-manager/454