My problem is this: I have several pages in my watch list that have become redirects since I started watching them. I want those pages off my watch list. The only way I know how to get a page off my watch list is to go to that page and click the "Stop Watching" link. But when I try to go to a redirect page, I get redirected before I have a chance to stop watching. So what should I do?

Yes, working with redirects is less than obvious. When you are redirected by one, the page you see will have a line right beneath the title saying "(Redirected from Xxx...)", which is a link to the redirect page itself. Click that, and you'll be able to edit the redirect, unwatch it, whatever. You can also manually add "&redirect=no" to the URL of a page.