OK, I'll try to answer these all in order.
1. No, no need to pack it with grease. The bearing itself is sealed for life, and the two mating surfaces are not meant to move within the housing or on the pilot shaft. If you do grease the outside or the inside of the bearing, you allow the increased possibility for a bearing to spin within it's housing or allow the Tranny input shaft to spin within the bearing. You don't want metal on metal movement where it has not been allowed for.
2. Throwout bearing same thing, sealed for life.
3. You can grease the input shaft very very lightly on the splines where the clutch disc rides, just to ensure smooth even release of clutch pressure and hence friction. Probably won't affect a single thing you will actually notice, other than slightly longer clutch life. The shifting will still feel the same.
4. Always drive in/press in a bearing by the side that has the resistance. If a bearing, like the pilot bearing, is being pressed into a recessed hole, then you apply pressure to the outer half of the bearing. If a bearing is being pressed onto a shaft, you apply the pressure to the inner half. You never want the force being applied "through" the actual bearing or you can damage them, rollers, needles, balls, whatever type.
5. Nothing else I can think of really. Invest in a set of brass drifts if you feel you'll be doing a bit of this kind of work, but if not, soft faced hammer, wood, sockets, what have you. Just don't use anything that is hardened like chisels or anything that is likely to transmit all the force instead of absorbing and distributing it.
Good luck!