QueenFisher said:
why is it that the pion with no charge (the one with the 0 in the top corner) actually exists? cos if it's made of an up anti-up or a down anti-down quark, shouldn't they annihilate each other?
The unbearable lightness of the pion 
There are deeper reasons for this particle to exist, and those reasons are not fully understood as of today. As arivero wrote, the "pi0 anomaly" or "chiral anomaly" enters the game here. We talk about "anomaly" whenever a classical symmetry is broken at the quantum level.
The mere existence of the pions is linked to the breakdown of a very fundamental symmetry : the "chiral" symmetry, mapping left-movers to right-movers (think of circularly polarized light for instance : it can be left or right. In everyday life, the corkscrew turns right when you screw it, and not left.)
Anyway, there is a theorem (Goldstone) which states that when symmetries are broken, some massless particles come to life ! The very light pions are instances of such particles. The kaons and the eta are also appearing in the process. There are eight Goldstone pseudoparticles total appearing in the breakdown of chiral symmetry.
I stated that the reasons for spontaneous symmetry breaking are not fully understood : you must realize that we can make many very efficient computations using the fact that chiral symmetry is broken. Besides, we can demonstrate that this breaking _must_ occur with several different methodes. Following one of them in details, it is very clear that one must actually choose between chiral symmetry, and fermion number conservation : that is either you have fermions poping out of the vacuum and/or disapearing without notice, or you give up on left-movers to right-movers symmetry. If you were a theorist, which would you choose ?
However, it is also well-known that chiral symmetry breaking is linked to confinement. Many models are either based on chiral symmetry breaking or some sort of mechanism for confinement, but very few models are based on both, at least with a non-trivial scenario for confinement. It would be very desirable to gain insight into the non-perturbative structure of the vacuum of QCD by clarifying the situation. For instance clarifying the issue of large Nc limit vs chiral limit : it
does matter in which order they are performed (they do not commute). Another very "hot" issue is Gribov scenario for confinement, sort of a revival of "bootstrap" schemes.
For chiral symmetry and the vacuum, see for instance
http://en.wikipedia.org/wiki/QCD_vacuum
or
Introduction to Chiral Symmetry by Volker Koch