1. You'll need to go down the rooting method...
2. Just sit tight, you'll get it... one day... maybe (branded updates are usually way behind non-branded)
3. That's a very broad question. Whatever it is you want to do, i'm certain there's an app for it. All i can say is have a good mooch
4. GPS itself is free (your coordinates), but you'll need data to put the map on the screen. I'm not sure about the latest official gb (2.3) update as i use cm7 rom, but once i've gone over my route once, it stays without further downloading until i reboot.
As xyro mentioned, there are satnav apps that store all routes you've done before to memory & therefore no need to download again ever. But these aren't free.
Without a data plan, find out what charges will apply, even minimal network data usage could be costly.