I have completed Mydomain set up and Single Sign-On set up in one of our Sandboxes and waiting for the IDP to complete their setup.
Questions:
Meanwhile how do I make sure the users are authenticated using their salesforce Username/Password rather than relying on the directory.
Once the setup is complete on both ends how do I make specific profile/users to bypass authentication via the directory. I want them (for example, API only User) to logon with their Salesforce User Name/Password.
You can use both SAML SSO and normal SF username/password authentication at the same time, enabling SSO does not disable the usual authentication.
If you want to disable normal username/password login I believe you have to setup delegated authentication for a profile and point it's authentication url at a non existant url or one that always returns no.
Also, to answer a question in the comments, preventing login from login.salesforce.com won't help, this can be overridden with a url parameter.
