:/ So... still looking for guidance here.
Edit: I was suggested saving in DNG format, is that the same thing as RAW?
Yes, DNG is a raw format, and CHDK DNG contains the same data as CHDK raw. Unlike CHDK raw, it is a standard format so many more tools handle it correctly. If DNG works correctly on your camera, it is usually the best choice. The main disadvantage is that DNG saving time is a bit longer than CHDK raw, and the color calibration on some cameras isn't very good.
You should generally post questions in your own thread, the sticky topics get very hard to follow if there's a lot of different things being addressed.
Many existing scripts work on most cameras, but if you have specific problems with a particular one, you should start a new thread for that issue. You may find reports of which cameras a script is known to work on in that scripts wiki page or forum post. The wiki page and development thread for your camera will also have some reports.
http://chdk.wikia.com/wiki/SX200 is the wiki page, and it links the development thread.