I can explain the galaxy bit here, reveal. We know that every gate address the SGC goes to during normal opertions is in the Milky Way because of Jack O'Neil. One time, after having the ancients technological database downloaded into his brain, he built a device that would channel more power through the stargate to open a portal to another galaxy. The Asgard's galaxy, actually. It only worked the one time, but the gate locked the 7th chevron, and engaged the 8th (there are 9 in total- what's the 9th do!?), opening a gate to anothet galaxy. One time, with the help of a ZPM, the SGC sent a team to Atlantis in the Pagasus galaxy, using the 8th chevron and LOTS of power. The SGC doesn't have the technology or power to run missions to extra-galactic stargates, and would probably be hesitant to do so if they did, because they'd still have to get home through the gate, and would need LOTS of power to do so.
We only visit the Milky Way, but there are billions of gates in this galaxy alone, so we have plenty of options.
- Kemrain the Technical.