Its pretty simple really. There are lots of copies of each Cylon. The one that Balter sees is a hulucination. She told him that she put a chip into his head so that he could see her. When she moves things about it is not in the literal sense... its all in his mind.
He could not see the Cylons on the roof as he did not look up....he was busy running about
(and it makes the story a bit more spooky)
After seeing the last episode I am beggining to think that Baltar is not a CYlon again...they just need him as part of their "plan"