Hi Sam
Let it all out, its not good to let it build up inside you like this, until you just explode
1. It depends: if the design calls for support at both ends, then yes, it would be best if the ends were accurately turned to fit the bearings. This is the only risk, that the top of the threads will not be an accurate size to fit any commercial bearing that you can find. Rolled threads generally have poor control of the OD, unless some type of finishing operation was performed afterwards to flatten the top.
In some situations, if the slide is well supported already, and the screw overhang is not excessive, then you do not need an outboard bearing on the screw. The nut or the ball nut will be the sole support for the far end of the screw.
2. A light press fit is the ideal fit, if the bearing journals are accurately centered with respect to the screw thread axis. But, a slide on fit is usually .0005" or more "loose". If you like, you can apply a drop of Loctite (anerobic space filling compound) to "glue" the bearing to the shaft. When this hardens up, it is equivalent to a light press fit, but without the likely damage to the bearing (and seals) that you may cause with a hammer. This requires 350 to 400 degrees F of heat to melt apart again, and this much heat is not good for your bearings, so try to do it right the first time
3: Bearings are mounted in precisely machined bores or housings. They may be retained with spring retaining rings, or nuts, or held captive in a "sandwich plate". You can buy commercial bearings mounted in pillow blocks. These blocks may be cast iron or pressed steel flangettes. The bolts for the bearing then pass through these pillow blocks to hold the bearing in position.
4: You will have to have the end turned, if you cannot find a bearing to fit it as is.
5: Cut it off however you like.
6: I would say most ballnuts have some kind of mounting flange. An Acme nut may simply be machined from ordinary Hex or Square stock. For these, you could get a flange welded to the nut, and drill mounting holes in that. You might also create a "tie rod mounting sandwich" for such a nut, with 3 bolts straddling the outside of the nut, through a couple of washers drilled for them.
7: Yes, the keyway is for drive coupling or gear, timing gear, sprocket etc. Some light duty screws might have only a flat spot for a setscrew clamp. Keyless shafts can sometimes be driven with taperlock sprockets, which is a two piece assembly, consisting of a tapered hub which collapses onto the shaft as it is being tightened into the tapered bore of the overlying sprocket/gear. These will drive a light mechanism quite well, although a key is still desireable "just to be sure".
8: There is a rule, but I don't know what it is. I just make sure it's heavy enough
9: The screw should have as much travel as the slides can actually move. A 53" slide may only have 50" of travel, because of the width of the blocks.
10: too exhausted to go on.....