2. The MacBook and MacBook Pro forum have some threads about this, and there is a guide somewhere: http://guides.macrumors.com/
Also MRoogle might answer your question.
Congrats on the purchase, I'm sure you'll love the switch.
1. No. Well, not unless you have a peripheral which will wake the computer after it has slept due to lid closure. Also, my personal experience would make me use utorrent over Transmission.
2. It depends on your needs, there's no need having apps you'll never use.
You could download InsomniaX to keep the computer from sleeping when you shut it. And the best app that I could recommend would be Quicksilver. Its an app launcher and much more that you use with hotkeys. Its awesome and I use it everyday.