1. If you buy from t-mobile directly it might be locked, buy from Apple.com.
2. Either of your Amex cards, best warranty extension on the market.
3. You answered your own question. CC extended warranty only covers purchase price, if you finance you won't have one big purchase for which to extend the warranty. Has nothing to do with when its paid off, has to with the fact that you don't have one-lump CC charge to cover.
4. Same as with anything else, if you can ship to a state with less (or no) sales tax, then you won't get charged sales tax.