(1) Only if you are very unlucky and dont manange to install the CPU and HSF right the first time. I'd say leave it off your buy list.
(2) It's no harder than most other Socket 775 push pin models - thats not to say its easy. See the "How to Install" instructions. Read the manual.
Using the "bolt through kit" helps make it easier to install.
(3) The Evga "StepUp program" has you covered pretty good. You'll have 90 days to think about upgrading and be able to apply the purchase cost of your GTS to the newer models due out soon.
Already have an DVD burner?
Your hardware list looks good.