Preface: Search
http://www.scionlife.com/forums/search.php
1. Matter of opinion, I'd say they're worth it, helps your suspension.
2. Wait after SEMA and you'll have more options. For now the OEM ones are the only ones available, as far as I know.
3. EBay; TRDSparks; Sullivan Brothers
4. It's an economy vehicle, but if you want to make it sound louder and gain a few horses, go for it. Look for proven dyno's and make sure the power is down low and usable. 10HP at 6k RPM? How often are you going to rev it up like that?
5. CAI for short. Concept is colder air into the engine. See above notes on proven dyno's.
6. You can change the LED's yourself or send it out to be done. Search, there are a few threads on this.
7. Search term: randode. Apparently his cathodes are cheaper and brighter than the OEM offering.
HTH