Problem with Small Caps

I have a problem with small caps when using Times New Roman and Helvetica, but not when using Adobe Garamond Pro, and would like to find out why.
I generate the small caps within InDesign by the "TT" box in the Control Window. Adobe Garamond comes up with beautiful small caps that blend in with the surrounding text. When I do the same with Helvetica, the small caps, especially if they have normal caps amongst them, are quite inelegant looking because of different letter widths.
So I did some experiments with half a dozen other serif and sans-serif fonts and none of them were as elegant as Adobe Garamond Pro. For a sample of what I mean, download:
http://www.mediafire.com/?z5fm0zndmzm
which compares three fonts: Adobe Garmond, Heletica, and Times New Roman.
Unfortunately, I did not pick up this problem until I received my first proof from the printers, and now I will have to change all the Helvetica small caps to normal caps, as I can see no other way of overcoming this inelegancy.
I checked in New Scientist magazine (it uses a serif and sans-serif font throughout, and what I thought I remembered as small caps to begin their stories) to see what they do, but they actually use caps instead of small-caps at the beginning of stories.
Three questions:
Q1: Is the way I generate small caps the correct way?
Q2: Is there something wrong with my Helvetica and Times New Roman fonts?
Q3: Could it be that only Adobe Garamond has an internal, properly designed small caps?
I have checked the attributes of the fonts: Garamond is Open Type Postscript, Helvetica is PostScript Type 1 , and Times New Roman is TrueType.
Any comments most appreciated.

Thanks for the hints. I tried Scott's method and it works with a bit of extra adjustment. The settings I obtained for 12 point Helvetica were:
Horizontal and vertical scaling: 70.5%;
Stroke: 0.1 pt
Tracking: +25 em
Baseline shift: +0.1 pt
The steps to obtain small-caps 12 pt Helvetica are:
Step 1: Type text as normal.
Step 2: Select only the lower-case text you want to convert to small caps. i.e if what is to become small caps already has a capital (such as a place name) do not apply the settings to the capitals, unless that's the effect you want.
Step 3: Apply the above settings manually or via or Character Style.
Problem 1: How do I rid my Character Style of the font size so that only the scaling factors remain? As it is, if I want to apply small-caps to a different font size than the one I have set up, I have to manually change the font size after applying the style.
Problem 2: The scaling factors do not appear to work for changes in font size. When I used 24 pt and applied the above settings, the small-caps were too thin. The method only really works for a particular size, which in reality is all you would normally require.

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