I had my OSX upgraded to Lion 10.7.5 at the Apple store. Shouldn't I have received along with that a newer version of iPhoto, iTunes, etc.?

iTunes is bundled with the OS and freely updatable, but the other upgrades are separate products and purchases.

(71999)

If there is an upgrade to any of macs products that you own they will notify you when there is an update. To check if you have any updates go to the app store and click on "Updates", or open the program you want to check and click the "check for update" option in the dropdown menu. Hope this helps.