1) Dawn was manufactured by a group of monks using Buffy's blood (so they later said) to do it. Originally, she was this mystic key that would allow Glory, a goddess trapped on earth, to return home but destroying the world in the process. The act of hiding her as the key sort of did the Pinochio thing, and now she's a real human being, blood relative to Buffy.
2) Faith's wildness lead her into bad places. She accidently killed a human being, tried covering it up and blaming Buffy, then joined the Mayor after she offed Mr. Trick. She tried killing Angel with poison, killed a few harmless demons, went into a coma after Buffy tried (but couldn't) kill her, woke up and ran away, swapped bodies with Buffy, content to leave her rot in a Watcher jail while she pretended to be Buffy, and also ran amok over in LA, where after all of that, and some counselling from Angel she turned herself in to do her time. She's being reformed.
3) Cordy's evolution takes place entirely over in Angel land. After almost coming to terms with the fact that she was in love with spikey, half-demon Doyle, he died, gave her his gifts, and the weight of those, coupled with other fairly traumatic events, matured her in ways the Scooby Gang have yet to do.