1a) Use the BEC (at 5V) on the ESC. This goes to 5V and GND on the Arduino.
1c) Correct on the first two. On the last one, powering the servos, do not try to draw power for the servos through the Arduino. You need to split off power for the servos from the BEC on the ESC.
- It would be preferable to buy an I2C sensor instead of an analog one (most are I2C now). As to "why" just think of it as the difference between digital and analog and how digital is always better ;). You can spot an I2C sensor as it will have SCL and SDA pins on it. Read some tutorials on I2C for more information.
sbright: I know firmware exists for planes for the KK boards (yosler: google "KK Multicopter") as I've seen a few that have the firmware built in. As to whether or not you can download that firmware is another question...