I can only answer a few of these so here it goes:
1) In my opinion the best stealth races (not in any order are) Kahjit, Argonian and Wood Elf.
3) Thats the thing with sneaking, early in the game its very hard to do it. Once you start leveling your sneak and apply perks to it, my God, later on you'll be virtually unseen.
4) As far as the TG and DB from a RP'ing perspective, you could do something like you're making your living as a thief, you accidentally get roped into the DB and are forced to work for them or suffer the consequences. I dunno, there's alot of different ways you can pan that out so they both jive together.
5) One of the best skills that works great with sneak is Archery. Building that up along with sneak and the fight will be over before it even starts.
6) Thats a personal choice. When I started playing , I was always in first person. Then I built my first mage and liked the third person. But then by the time I did my first assassin/thief I found that using a bow is much easier in first person. Its all really up to you.
Hope this helped some.