First of all, the version that comes in the noobie package is the latest version of ESR(it even has a GUI), so its a lot better than the direct version(in my opinion anyway).
2. yes, thats pretty much it(but id keep the version in the noobie package)
3. ok i'll break it down for you:
a)The site does not support piracy, as bootlegninja would say "buy your damn games!"
b)you cant use hdloader to play from a USB drive, hdloader boots games from an internal IDE drive.
c)USBADVANCE/EXTREME/Open PS2 loader(i think thats what its called) is the one that boots games from USB drive.
d) ESR DOES NOT BOOT GAMES FROM NEITHER INTERNAL IDE DRIVE NOR USB DRIVE, IT BOOTS THEM FROM A DVD(thats why you have to patch your images with ESR patcher before burning them).
e)see b and c.
V7 ps2, flip top, 2x 8MB sony memcards, FMCB 1.8b, ESR r9b, Cogswap, Hdloader0.8c, 250 gig Western Digital, poorly modded(but functional) network adapter