1. Yes, but the first time you go to the market click menu then downloads and it will list everything you had download... Easy to re-download.
2. Doesnt get easier than this
here watch the video with it.
3. You should flash a custom rom for overall improved performance and better battery life.
Try Fresh rom but before you flash it just back up your current rom (after you root/nand) with rom manager and you can always flash back your backup and have all your apps and settings just the same as they were.