Research alot before you spend the money. If you are talking about getting the most out of your current system then I'd say a good installation. But if you got crap components you can only do so much. What are you running right now? Or are you starting some research to figure out what to buy?
yeah, depends on what you are talking about... if you are going bass make sure you get a good amp/sub combo where you are running very similar rms values and that you wire correctly so you get the most power out of your amp. Also sub boxes are super important, good equipment is great but if you have a crappy enclosure you will lose important sound and power
You gotta ask yourself what you want? spl or sq. If you want SPL, you could cut back on the costs by getting lower end equipment. You may want to buy 2 12" kicker comp vr's for approx 200 bucks. If you want a sound quality setup, one sub should be enough (1 12" image dynamics idq for 170). Components and amps are the same way. You are probably going to spend twice as much money on good sq components and amps then you would if you were just going for max sound.
that's an even more vague question. What do you have? do have eq's, crossovers, have you upgraded your power wires, do you have a stock alternator? there is a lot that you can do tuning wise, aim your speakers, move the front stage to kickpanels, buy some test cd's and, as you suggested, set your gains exactly. I would say that you should list what you've got and figure out how extreme you want to get. Have you deadened your doors? Trunk? quarter panel?
Eliminate all extraneous noise not associated with music, match your gain levels, use the proper crossover frequencies, get RTA'd and eq as a finishing touch. This is assuming the physical installation is optimal.
Oh, and clean your car inside and out, especially the windshield. You would be amazed how much better sounding your car is when it's spotless.
Go get the November issue of Car Sound and Electronics. There is an article by Rich Inferrera on Basic Car Tuning. He was the old school guy who had a little yellow ADS filled CRX that was hanging with the Big Boys back in the days.