In the second episode they burn the banana stand but in later episodes, it's still standing. How?
If you're asking this, then you've probably been skipping the "On the next Arrested Development" segments. They're not actually previews for the next episode, they're conclusions to the story. The banana stand was rebuilt in the "On the next" segment of the second episode, Top Banana.
Arrested Development's ratings were low by Fox's standards and they dropped the show. Showtime made an offer to air a fourth season, but the creator Mitchell Hurwitz declined, claiming to be burnt out on the show. See: http://www.ew.com/ew/article/0,,1178690,00.htmlFifteen new episodes were released exclusively on Netflix on May 26, 2013, to be followed by a season 5 or a film.
What is that song that plays in season 1 when Michael goes to the award show with Marta, and when he steals a chair? It's something about sunshine.
It was written specifically for this show by its composor David Schwartz. It's called "You Here With Me." An instrumental version (without lyrics) can be heard in Beef Consomme and much later in Exit Strategy.