Hi Stone. As you know our systems are quite similar. I have a sky box and you don't and you have some kind of popcorn maker (which i don't) 
Let me try & answer as best as I can.
1) The way I had mine set-up I can use only the amps remote. When I pressed TV/Sat it switched audio & video to the sky box, and when i pressed BD it switched audio and video to the blu-ray player. I do have HDMI control turned off though. However in order to turn the TV on or off I would have to press a different button, but still on the amp remote (Not the TV remote) The Receiver button turns the amp on or off and the source button (top left on the remote) turns off either the TV (if Tv/Sat has been selected) or the blu-ray (if BD has been selected). Your set-up is a little different in that you don't have a set top box and are using the pioneers internal tuner which i have never done, so i'm a bit lost on that side of things. Hope you followed that?
2) HDMI Control (aka kuro link) will allegedly let you control other pioneer devices from one remote. And I am sure it does. However I have mine turned off as its possible to achieve it without it and for me it caused more problems than it solved. It wont let you control non-pioneer equipment. Something that does this better than anything else is the harmony one remote control (I'd try ebay if that interests you)
3) A good point. My last amp was a yamaha 85wpc amp and my current pioneer is something like 190 wpc so I was expecting something over twice as loud. Now when watching normal TV I used to have my Yam amp on about -40. Using this setting on the pioneer is much quieter. This confused me for a while. But then I discoverd two things. Firstly the yammy amp went to Zero as its highest setting, and the pioneer amp goes to +12, so the scale is different. Secondly I had accepted my automated MCACC calibrartion settings as gospel and once I changed those it became much louder (but also clearer). I'll drop you a mail and explain how I did this in more detail. Suffice to say its much louder now than my old amp.
4) Errr...Not sure. I don't think you can. I think it depends on how you wire it up. You can obviously attach a CD player to the amp and have that on without the TV. I'll have to check on that one. I think running everything through the amp may mean you need the TV on. However there is a setting on the TV which you can alter which turns off the plasma unit if it hasn't been used for a period of time (from memory think the default is 3 hours)
Not easy this home cinema lark is it?
Pioneer KRP-600A, Pioneer LX08, Pioneer SC-LX81, Sky HD+, Tannoy Revolution Signature DC6T, DC6LCR, Arena Highline 500 Rears, Sunfire HRS-12 Sub, Chord Silver Plus HDMI & Chord Rumour Speaker Cables, Clearer Audio Mains Cables, AV Podium Rack