This is not true. They normally have smaller returns, but less variance.
The reason everyone joins a big pool is that they are irrationally afraid of variance (often to the detriment of their bottom line).
do you have a source for that? or some comparisons done by people that proves that?
most people seem to think its the other way arround. at least judging from what i picked up here and there.
i didn`t do any testing so i really dont know.
but anyway it doesnt solve the security risk i mentioned
Most big pools have a fee. A smaller pool which doesn't have a fee is going to provide more income over time. It's pretty straight forward.
As I said, most hash rate providers have an irrational fear of variance. They seem to think that getting a steady flow of income is the same thing as getting more income, which simply isn't true.
I recommend P2Pool, which is basically solo mining while sharing the reward with other solo miners in order to reduce variance. A P2Pool miner can also merge mine similar chains.
Confirming the transaction happens when the transaction is included a block. Actual miners do get the fees that were paid on the transactions which they include in a block.
so all the fees go to the finder of the block, no matter how many transactions they where part of in that block?
What do you mean "transactions they were part of"? A miner chooses which transactions to include in a block which they find. If some of those included transactions have fees, the miner who finds that block will receive those fees. The only way to have a transaction "confirm" is to have it included in a block.