Interesting set of questions @Flying Teasets but i'll try and untangle some for you and Toady.
Will dwarven tunnels get attached aqueducts/cisterns/waterwells at some point?
Not sure where any specific references to this popped up, so i suppose its a suggestion rather than a question. You could say Toady might be open minded to establishing more infrastructure similar for a little cavern tunnelside temple/tavern hidey-hole once the easier above ground roadside sites are done but other projects like deep dwarves and underground architecture of a slightly grander scale are still waiting in devlist.
Time being you can just set up a Tavern in the caverns on a open plateau with a little wood log bridge from the road i suppose yourself.
So i think this really wouldn't be on the horizon until atleast after the terrain re-write and everything is quite comfy and the underground is regenerated to a more contemporary set of worldgen rules (which should hopefully improve chances of better architecture underground)
With exile implemented, will entities with ETHIC:FOO:PUNISH_EXILE be more likely to exile their members instead of beating or imprisoning, and will exiled members be counted as entity members or neutrals for the purposes of ETHIC:KILL_NEUTRAL?
More active justice systems might lead to enforcement but that's for Toady to iron out, the drifters from fortress mode who are exiled inevitably go somewhere to do something. So we can only hope at some stage justice will be a more visible and impactful with petty crimes happening all the while so that 30 odd bored guards don't suddenly decide to give you (adventurer) beatings when you walk off with a sword and forget to pay for it.
Will entities gain master persuaders as law enforcers and use them to convert criminals if ETHIC:FOO:PUNISH_REPRIMAND is enabled?
Its been observed that with cheating to skill up a unit they can have legendary persuader and polarise the views of others, im not sure but being able to completely able to flip someone by pressing a arguement while berating them about crime, reinforcing the principles of truth, fairness and justice would be very powerful. So erm, maybe not the question but yes?
Adventure role: Thief on the development page describes several punishments acceptable to an entity with ETHIC:TORTURE_AS_EXAMPLE:ACCEPTABLE and adjacent; will entities with a low opinion of torture favor social punishments, imprisonment or exile over these?
Is a system for generating personal ethics based on character personality in the works?
To knock these on the head, PERSONAL_MATTER already affects input to ethics, and in the absence of the hardcoded ethics whether they enjoy it or not they might be obliged, by [SANCTIONED_ONLY] (player/leadership input) [REQUIRED] (obligatory) or have the ethical option suspended by use of [NOT_APPLICABLE] like how kobolds don't recognise theft conveniently for them.
There's not a lot of science, but on paper atleast, the ethic responsiblity will be passed onto the least queasy regarding the task unless absolutely nessecary. If you ask a elf to cut a tree, they most probably wont but its not a ethic crime either to do it.