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Wow! Lots of questions, but here goes.
1. No. If you go for circular filters, you just need to make sure you buy 82mm. But, be prepared for a significant cost outlay. Filters are not cheap, and the more 'known' the brand, the more you'll have to pay. Also, you'll probably need the special slim ones to avoid vignetting.
2. If you want to dabble in grads, then I would recommend going for square/rectangular. You will also find these are considerably cheaper than round filters because they are made from optical resin rather than glass. The Polarising filter (make sure you get the circular, not the linear) is round and slots into the adaptor where you can turn it to achieve the desired effect.
3. Probably the best known and 'middle of the road' is the Cokin system. Even if you want to spend more money at some later time on the likes of Lee, the holders and adaptors will still work.
4. Sort of answered in No. 3. I bought cheap Chinese holders and they work fine. The filter is the important thing.
5. Tricky. I use the same Cokin P system on all my lenses (Chinese holders and rings are so cheap, they're permanently fitted), although I have the wide-angle holder I still get a little vignetting at 10mm. It's hardly noticeable at 11mm and gone at 12mm. The alternative is the larger and much more expensive Cokin Z system
Hope this helps.
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