1) Download apps from the app store to increase the productivity of your iPhone. High-rated ones are more trustable.
2) I don't use Vista, but I think it should not be a problem for you.
3) Just connect your iPhone using USB to your computer and it will automatically sync you iTunes library.For the Nano
Same for 1 and 2 as mentioned. I recommend you to get a 16GB model. Video recording kills memory space rather fast.
Just my $0.02.