0. Nobody really understands ICM, or in other words ICM only partly understands the underlying things it's trying to measure. You get to understand it more by looking at bubble spots away from the table and also thinking about the ones that are exceptions to ICM and why.
1. Obviously you should use Kelly or something when you know your ROI but a good starting point would be 100 BI for the level you want to play.
2. ROI is the key one. If you have a truly massive volume you can look at distribution of finishing positions. I think all-in chip EV is probably less than useless due to ICM.
3. That they play tighter 9 - handed? A bit, yes. 6 handed tend to play deeper for the same blind level length because any given player has slightly more hands per level and significantly more playable hands per level.
4. It's more opponent specific than level specific but balancing is not especially important below $5 - but you do get into levelling based on previous history. Above $5 I will tell you when I get there
5. Don't know. I often use nash calculator online.
6. This is individual (4 for me though). Be careful when you get heads-up as the game requires a lot more of your attention. I recently played HU for a 45 against someone 11-tabling. He was folding about 80% of hands including on the button. The final hand we had pretty much even stacks - I had AKs and he 3-bet all in. I considered folding and just going back to stealing the blinds because he was playing so badly - probably because he was stacking 11 tables and insta-folding his 85s when it came up before he realised which table it was (I called and won though). It might make sense to reg a set of tournaments and play them all out, have a break then continue - this way you are playing fewer tables when you reach the bubble and probably only one table when you are heads up.
Good luck.