What next? Mega2560r3 ATmega16U2 DFU Win8 USB

What I would do is get a Uno (or similar), or at least a second board. They are extremely useful to have around.

See my post here about programming a bootloader using one: Gammon Forum : Electronics : Microprocessors : Atmega bootloader programmer

This shows how to detect what is loaded onto your main chip (ie. bootloader or not): Gammon Forum : Electronics : Microprocessors : Sketch to detect Atmega chip types

With a little extra hardware (an SD card board) you can upload sketches or bootloaders without using avrdude: Gammon Forum : Electronics : Microprocessors : Atmega chip stand-alone programmer to upload .hex files

Or you can just set it up as an Arduino as ISP and program using the IDE.

This lets you rule in/out things like fuse settings, missing bootloader, etc.