1) I use a two-layer trap to avoid the problem where squad leaders cause their squad to stop moving when killed or caged. See the whole setup here:
https://imgur.com/a/bMeYy#0You'll see that I have a two-layer spiral design, that there's ALWAYS a clear path, etc. It might be somewhat weak vs. flyers, but there are enough traps in there including cage traps that it should still stop quite a few. I also have a statue set up to deal with annoying building destroyers. And an auto-locking drawbridge area that will automatically seal off the fortress when enemies wander in.
2) If you have a lot of them, it doesn't matter at all. I use a random mix of whatever I have on hand that I'm not going to use for anything else. But I try to avoid projectile weapons simply because I don't want dwarves to have to wander in there and reload them all of the time. Or if I do use those, I put them at the far end where they don't get used. Once I get magma workshops going, everything tends to be green glass because it's free. I use a few cage traps at the far ends to catch anything that somehow gets past everything, but that usually only happens while I'm still busy filling things with traps. Once the path is full, those cage traps go unused.
3) Yes, just make sure you don't turn them into obsidian and have a good way to drain the magma.