1. Most SLI or Crossfire capable power supplies come with plenty of connections. I have two 9800GTX's, three hard drives, and an optical drive and I still have room for more expansion if I wanted to.
2. Modular is great, it keeps cables out of the way. There is a very slight power loss in using them, but the amount of power loss seems to be quite low when all the normal variables are factored in. Here's an interesting link on the electrical resistance issue: Motherboards.org - Modular Power Supplies: The Reality of the Resistance
3. You should have enough eight and six-pin connections to last a while. Most graphics cards have molex to eight or six-pin converters in the box with the card if you are really worried.
4. No. Unless you have a large number of additional components, what comes in the box is all you need.
Make sure you get a good power supply from a reputable company, such as Corsair, Silverstone, Seasonic, OCZ, or PC Power. Also, if you know you're going to get a high performance GPU, planning ahead can save time and money. For instance, if you plan on getting two GTX 295's or HD 4870 X2's, you would need a very powerful power supply. Two such power supplies would be the CORSAIR CMPSU-1000HX 1000W
or the SILVERSTONE ST1000 1000W
. I have the Silverstone PSU in my PC.