Controlling a MMA8452QT accelerometer.

but I have no idea how to hook it up with the I2C.

Why buy it then?

It seems that It is not even possible to control it from an Arduino at all.

It is entirely possible and done everyday.

Can anyone help me out in controlling this guy?

Using i2c.

If you now were to acquire any cheap sensors (1$-3$) that output analog instead of I2C please let me know. (Preferably from newark.com)

Not sure about newark but on digital, you do select output type to be digital and it will generate many chips for you. I use mma7361 from Freescale.