If I were to make the programmer discussed in the Hacking section (http://www.arduino.cc/en/Hacking/ParallelProgrammer), would I be able to virtually program any .hex file that is created with AVR Studio?
Also, would AVR Studio recognize my Arduino/Parallel programmer?
Actually, you can upload any .hex file to the Arduino board without building anything. All Arduino sketches get turned into .hex files before they're uploaded anyway. The bootloader on the Arduino board can take any .hex file. The only tricky thing is that you'll need to use the command line (since the environment doesn't support precompiled .hex files yet). One way to figure out the command line to use is by setting upload.verbose to true in your preferences file. Then when you upload a sketch in the environment, you'll see the command line used.
Right. If your chip doesn't have a bootloader, you'll need a programmer (either to get a bootloader onto the chip, or just upload the .hex file without a bootloader).