Indeed this is a very controversial subject, once I had a very heated debate with Mike Robertson on this, when I first heard about the non existence of a future "tense" in English.    

My studies are based on The English Verb, Michael Lewis, LTP, I'd strongly recommend it, there's a copy at unicamp, I can take some xerox for you and post if you want.

Actually what does it mean to be a tense ?

The English Verb page 50: "To the linguist Tense is a technical term. It means that there is a morphological change in the base form of the verb. A verb form which is made with an auxiliary is not, in this technical meaning, a tense."

Technically speaking English has only two pure tenses, the so-called Present Simple (go) and the Past Simple (went), all the other forms demand auxiliaries.

The English Verb page 47: "Time is not the same thing as tense.(...) Time is an element of our experience of reality. Tense is a purely grammatical idea"              

The English verb page 51: "In addition to the forms which a linguist regard as tenses, there are many other forms in English. These other forms are made with auxiliaries

He's learning French.

We've been there before

You could have asked me first

He must have been trying to ring you.

These forms include what a grammarian would call aspect.(...) We may define this as a verb form involving the use of an auxiliary which allows the speaker to interpret the temporal elements of an event." 

English has two main aspects: progressive and perfect.

Progressive (Present/Past Continuous): When one sees the event within a limited period, with beginning and end.

I'm reading now. (I've started reading, I'm doing so now and will eventually finish it)

Perfect (Presen/Past Perfect): When one from a given point looks back on a event.

I've been here before. (I am here now, and I'm also looking back on a given point in the past and bring up the experience I had to the present, I am explicity linking two points in time.)    

Pure tenses: The speakers sees the "bald facts" of the situation.

Aspects: The speaker adds a temporal feature on the event.

Modals fall into the category of mood/ modality. (check it below) 

Why some grammar have future tense , future perfect tense , future perfect continous tense ?

Basically in the past the model of what a language should be was Latin, many grammarians wrote books and stated that English should work like Latin, and English being a Teutonic language (Germanic) some conceptions we have in Latin and had in Old English doesn't work for the English language today, but unfortunately some of these misconceptions still exist, but if you take a closer look you will see that grammarians like Raymond Murphy do not treat sentences with will and  be going to as future tenses, and some like Swan use the terms for the sake of avoiding to complicate matters and/or avoid to go into linguistics too much . Most books written by non-native speakers still have these things, another example, English doesn't make distinction in gender, boy is a word for the infant male and girl a word for the infant female, the prove that English doesn't make gender distinction (the only distinction is found in the pronouns) is that words like the,a(n), this, that, these do not change according to the "gender" of the word.  

I only use grammars written by native speakers or that have been proof read by native speakers nowadays.     

All the sentences are modal ?

No, basically we have two kinds of meaning: factual meaning and modal meaning; factual meaning is to do with things we concept as being real or not (it doesn't matter whether it is in the realm of fantasy or reality, what matters is that it is a fact by itself.) I know John is a fact, I don't like tea is another fact, modal meaning is the opinion of the language user at the moment of speaking/writing, one can use factual verbs to show modality I think you're right or make use of a special set of verbs and phrases to show modality:

can, could, may, might, shall, should, will, would and must

ought to, be bound to are other examples.

John should get a hair cut. (It's about John and my feelings towards his haircut.)

I don't think I'll be knowledgeable enough to answer your queries the way I wish I could, I'd suggest you to go to Dave's ESL Cafe http://www.eslcafe.com/ and take part in the debate on the teacher's forum -- applied linguistics, this kind of question is often posted and debated there: http://www.eslcafe.com/forums/teacher/viewforum.php?f=3

Sorry if I was too wordy.

José Roberto