I was told that a dash is used when you have an abrupt break in thought. Whereas, an ellipsis (three dots??) is used to done away with unnecessary content. As I see it, the effects of using either device seem very similar and using either one seems to make almost no difference.

Oh, as to his tardiness ... I would say it is more due to his family circumstances than his character fault.

Oh, as to his tardiness -- I would say it is more due to his family circumstances than his character fault.

Did I use either of these punctuationj device correctly -- the ones above and below?

Yes, Mr. Lee ... I would like for you to bring the document tomorrow when you come here.

Yes, Mr. Lee. That would be the right thing to do -- please bring the document with you tomorrow when you come.

An ellipsis is properly used only to indicate that text has been omitted.

There are people writing these days who seem to know no other form of punctuation besides the ellipses, and, although they don't seem committed to always using exatly three dots, do seem dedicate to using in place of all other marks except the apostrophe and the question mark.

If you are writing dialogue, you can use it to indicate a trailing away of the voice, as though the speaker started to say something, but then changed his mind.

So your first sentence uses the ... incorrectly.

Your second sentence makes what I consider an appropriate use of the dash.

Your third sentence should simply not use the elllipsis there at all. Put a period.

Your fourth sentence should use a period where you have a dash.

Many people consider the dash to be rather an informal punctuation mark as well. I actually use them regularly in my business writing -- but regularly is not the same as excessively.
The ellipsis ( ... ) should be used to show omitted words, though it sometimes appears in dialogue (and in casual writing) to indicate a pause.
The m-dash ( -- ) often represented by two hyphens is used to represent a change in thought, a parenthetical thought or an interruption in syntax, like a long interjection.

As representations of conversation, any of your sentences are possible.