1. Yep, that's pretty common with fans and lights.
2. SPDIF is an audio port. You don't want to connect to that.
3. It's not a necessity, but it won't hurt. I've never used it, but it got good a good review here.
http://www.silentpcreview.com/article71-page1.html
4. I rarely use them. I just make sure I don't rub my feet around on the carpet, or handle a bunch of plastic, then touch hardware. I normally just tap the case a few times to dissipate any charge. It's not good practice, but it works. Since you have the strap, connect it to your case, then strap it to your wrist.