Hi There, great to see some new blood, hope you enjoy Epic 
Ill try to answer some of these (and probably get half of them wrong!), OK:
1) As far as I know you can mix and match aspects in an aspect host (shining spears aside IIRC) if thats what your asking
2)Yep. Cant think of any exceptions.
3&4) Rhinos depend on the formation. When present they are listed next to the formation as "plus Transport" in the SM army list and are free. Note that they are not compulsary and can be replaced by drop pods, upgraded to Razorbacks or not taken at all to allow the formation to be transported by air or garrisoned.
5) Yeah, this took me a while to grasp too. Small arms are usually (?always?) the weapon that confers a unit its fire fight attack, assuming it has a FF value. The nomimal range of 15cm is the same as range the range limit on FF in assaults. These are listed to show any FF specific special attacks the unit has and for flavour.
7) For starting with SM and Eldar you should be aware that these are generally considered lists with steep learning curves and require a good handle on the rules to get the most out of. For beginners IG and Orks are very forgiving- it might be worth proxying with them to get a handle on the rules.
Anyway, re blisters to get... The SM battle company box is a steal and really should form the core of any marine list, beyond that try to have a mixture of unit types. Its hard to have a power gaming list in E:A and as long as you build something flexible you will generally do ok. While marine armour can be a bit weak (either expensive in points or relatively thin armour) Thunder hawks and landing craft are very competive as are land speeders. One of the more competitive marine lists is an air mobile one. Titans are very useful in a marine list too for the heavy firepower; warhounds fit nicely and have sweeet Forgeworld models.
Also consider picking up some second hand plastic rhinos. They arent as pretty as the new lead ones, but are cheap as chips on ebay and you will need a few of them for most lists.
EDIT- oh, and terminators rock. Yeah, theyre expensive. But they are soo cool, and tough, and teleport. Nuff said really 
I dont know much about eldar im afraid so cant really help there.
 Id start with the training scenarios first- these are quick and well worth the effort. Id imagine 1000-1500 points is a good number for quick games, particularly using non horde armies. But im a slow gamer who generally plays ork or guard, so cant really give much advice on finishing a game in an hour!
Amyway, hope that helps and looking forward to seeing your minis
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