1.) Depends how hard you run your car. I'd say 15k is reasonable, but I'm also on performance summer tires and I hated the RFT's they came with.
2.) You could, but F1's suck in the rain, and being a RWD car, you do NOT want all seasons in the snow. Without Snow Tires you are going nowhere. Better to keep your stock rims for snow tires and get a nice set of aftermarket rims for summer if rims were in your plan anyways. Otherwise el-cheapo aftermarket rims and snow tires is another option.
3.) Only not doable if you have the Carver system. You can go aftermarket if you have the standard radio or premium setup. Other alternative is to go all out and replace every single speaker with aftermarket and rewire it all.
Other: Tischer is really good on this forum with supplying OEM parts at great prices.
And hope you love your Z as much as we love ours. Welcome to the forum!