Most of them don't really matter except Khajiit have a slightly faster move or run speed then the rest of the races meaning you can get away faster or close gaps quicker, that can't be overcome in any way.
No they don't. Fastest race is the Altmer, due to the way the engine uses Height in calculations.
I wish they did

But, Khajiit claw bonus is nice in tight spots, and the night-eye is either worthless or must-have, depending on your screen brightness. (It's a Must-have for me!)