FIrst, I'm not a pro, and even those don't always agree!
1. A properly made tiled shower will last longer than you and look good. The plastic, synthetic shower pans, especially those made of fiberglass, don't hold up well. Some are better than others, though.
2. Epoxy grout works, is harder to install, but while useful, is not a requirement to keep things looking good. A good sealer can keep the grout looking good for a long time. The epoxy grout typically (not all) looks a little shinier than cement based grouts. It has the disadvantage, though, that it might be a little more slippery on the floor. Don't quote me on that! Grout lines on the floor make it easier to get a grip, as does smaller tile (more grout lines).
3. Yes. Many manufacturers make them. They are more prevelant in thermostatic valves (one knob/lever for temp setting, the other and it can also be a knob or lever adjusts the volume). I've got a tub/shower filler by Grohe that does this (two knobs).
4. Regardless of when you want to install them (and during the remodel is a good idea), you need to plan ahead and put in reinforcing blocks so that they can be anchored properly (unless you can get to the other side of the walls later and not tear out your tile).
A really good resource on tiling things is www.johnbridge.com check them out - you'll probably get more (and quicker) opinions over there.