I went the single cup route. Good for a single cup, and less storage space taken
You foam for the cappuccino. Good stuff, either way, but I won't judge. I would enjoy a larger espresso maker like the one you posted.
Yes, you do. It really isn't that much more work, and worth the effort. Definitely go the burr route, though. Much more consistent grind.
I stop short of being like a doctor I served with in the Guard who roasted his own beans. That's too much even for me.