Yes, I would imagine write-ins could complicate the situation considerably (thanks for the link, btw!) - though, if the proportion of write-ins is small, it probably won't matter much.
> The other problem is that unlike parliamentary systems, in the US we vote for multiple things and not which party/who your MP is.
This also happens in Portugal; we do use different pieces of paper (and different ballot boxes) for each of the positions we are voting for.
> I think that we should be using paper ballots. What does it matter if it takes 2 days instead of 1 to figure out who won.
Yes, I totally agree with you. There are more important things than a speedy count, and resilience to fraud is certainly one of them. And as far as costs go, they are probably dwarfed by the amount spent on the campaign. I really don't understand why anyone would be so eager to speed up the process, except for shady motives.