So is very frequently used in informal spoken English to connect two ideas as you have done in the last sentence in your question, Xiao. The connector shows that what is about to be said follows as a result of what was said before:

• Judy had her purse snatched on the Tube, so she had to borrow some money from me
  
• He said he wanted to visit the trade fair in Beijing, so I arranged for him to go.
  
• My colleagues are boycotting this conference, so I shan't go either.

Note that then is used in a similar way, but only when a second speaker is responding to what the first speaker has said. Compare the following:

• I go on holiday on Friday, so you won't see me at the tennis tournament on Saturday.
  
• I go on holiday on Friday. ~ Then I shan't see you at the tennis tournament on Saturday.
  

Therefore as discourse marker

Therefore, like so, also connects two clauses and means as a result, or consequently, but these connectors are characteristic of a formal written- English style. Compare the following:

• The conference venue has been switched from London to Edinburgh and I am therefore unable to attend.
• They've moved the conference from London to Edinburgh, so there's no way I can get there.
  
• This car has a six-litre engine and therefore uses a lot of petrol.
  
• This car has a six-litre engine. ~ So it uses a lot of petrol, I suppose.
  
• When he was on holiday, he made the mistake of diving into shallow water from a great height and as a result / consequently / therefore will now have to spend the rest of his life in a wheelchair.

So is also very frequently used before an adjective or an adverb to make the meaning of the adjective or adverb stronger and reflects emphatic usage:

• Why are you so late? We've been waiting for ages. ~ There was an accident on the motorway and it took me so long to get from Sheffield to Leeds.
  
• Why are you driving so slowly? ~ It's not safe to drive any faster.

Note that such which has a similar meaning is used with nouns or with adjective + noun:

• It's such a nice day today! Why don't we go out for a picnic?
  
• It was such a good film that we stayed on and watched it twice.
  
• The film was so good that we stayed on and watched it twice.
  
• She is such a difficult child and he has such patience / so much patience when dealing with her.

and so on / so on and so forth

Both of these expressions are still used, Xiao, and so on more frequently than so on and so forth. When you are listing items, it is a very convenient way of indicating that there are further items which you could add to the list if you wanted to:

• The government's policies on such important issues as health, education, social welfare, taxation of the low-paid, and so on, will be revised before the next parliament.
• For this type of pudding you can use any type of soft fruit, cranberries, raspberries, strawberries, gooseberries, so on and so forth.