> Does the s2Member pro come with any Gravity form integration?
None officially, I never had a copy of GF to play with. Jason may have some experience with them, though.
> pro-form and Express Checkout sounds like it would do the trick. Taking out the extra steps would certainly make a more fluid experience.
Yeah, it does help. The pro-form does the registration and on submit the user is taken to PayPal's site for checkout, and brought back to site after payment.
By the way, talking about removing steps, to remove the login after registration you could try this: https://wordpress.org/plugins/wppc-registration-autologin/
> error from paypal (something about fields not being given proper values)
Had not heard about that one in a long time. Other than the things you mention, another to try is using raw tags around it.
Or use a hack where the button is just a link to the shortcode outside that page. http://www.s2member.com/kb/clickbank-buttons-outside-the-site-with-s2member/ (I may write an article with the PayPal version of that, but I think you'll get the idea from it.)
I hope that helps. :)