Move or Remove Callouts on the left or right sidebar in magento

Edit your theme's "/layout/catalog.xml" file. Fine the below lines.

    

        images/media/col_left_callout.jpg

        Our customer service is available 24/7. Call us at (555) 555-0123.

        checkout/cart

    

If you want to remove callout from left sidebar just comment those lines. Suppose you want to show that callout in your right sidebar just change reference name="left" to reference name="right". Likewise you can do it for right sidebar callout.
Remove Your cache and check. Thats it you are done.

How to show all the manufactures or brand list in magento left sidebar?

create a manufacturers.phtml file under "app/design/frontend/default/YOURTHEME/template/catalog/product"

<?php
/*
 * Manufacturers Listing on sidebar
 * @category    design
 * @package     base_default
 */
?>

<div>
  <div>
    <h4><span>Our Brands</span></h4>
  </div>
  <div>
  <?php
    $product = Mage::getModel('catalog/product');
    $attributes = Mage::getResourceModel('eav/entity_attribute_collection')
                  ->setEntityTypeFilter($product->getResource()->getTypeId())
                  ->addFieldToFilter('attribute_code', 'manufacturer');
    $attribute = $attributes->getFirstItem()->setEntity($product->getResource());
    $manufacturers = $attribute->getSource()->getAllOptions(false);
   ?>
    <ul id="manufacturer_list">
      <?php foreach ($manufacturers as $manufacturer): ?>
      <li><a href="<?php echo Mage::getBaseUrl(); ?>catalogsearch/advanced/result/?manufacturer[]=<?php echo $manufacturer['value'] ?>"><?php echo $manufacturer['label'] ?></a></li>
      <?php endforeach; ?>
    </ul>
  </div>
  <div></div>
</div> 

Add the below code in your "/app/design/frontend/default/YOURTHEME/layout/catalog.xml" file.

Thats it you are done.

How do I change SHOP BY text in left sidebar Magento?

Are you trying to replace the "SHOP BY" text? And failed to replace the text? Dont worry, that is not actaully a text. That is Image.
Solution 1: You will need to replace the image under "skin/frontend/default/default/images/bkg_block-layered-title.gif";
Solution 2: Locate a file "app/design/frontend/default/YOURTHEME/template/catalog/layer/view.phtml" Change the class name "block-title" to something else.