Hi,
about pin change interrupts. You would have to read the datasheet for the Atmel to get an idea of how to use the PCints. But they do exactly what you want: when ANY of a set of pins changes, an interrupt can be generated. It's easier when they are all on the same port, but it can be done.
As for power saving. I don't know a lot about sleep mode, but there are several bits that turn off pieces of the chip that aren't used. like analog input, secondary timer, UART, TWI etc. Again it's in the datasheet. It saves some power when running, but sleep mode is probably going to save more.
HTH,