Using headers and footers is not really supported in ePUB. It is in the specs, but all readers ignore it to my knowledge. Also, a link is not required to go to the next chapter or the previous. Just turn the page and you will go to the next chapter. Just make sure that the sequence is correct in the opf file.
You must realize the difference between layout and structure. Not HTML, but XHTML is used in ePUB (hence the <?xml reference). Those quite similar, but there are differences. You should limit you XHTML files to structure only. It should identify what is a paragraph, what is a header and so on. In your stylesheet (CSS) you define the layout. How must a paragraph look like? Font-size, italic, indent, all kind of layout stuff. By doing it in a stylesheet, you can easily reuse that for all your XHTML files.
According to the ePUB specs, JPG, PNG and SVG must be supported. Some have claimed problems with SVG, but so far I haven't. Not all SVG functions (like animation) is supported, but the specs also specify that.
They all have their uses. For photo's JPG is usually the best. For line images, PNG is much better. Smaller and less artifacts. Also if you have text in your image, PNG is usually best.
SVG is a strange beast. Very powerful though. You can use an image converted to (or directly created in) SVG and it will work. I personally use it for things like formula's (scalable!) and captions. There are various ways to incorporate an SVG in an ePUB. Directly as text between <div></div> tags is one option. Another is adding it like a picture and reference to it in a <img> tag. In SVG it is also possible to display another picture. The resizing-quality is rather good then and it gives the possibility to create a caption to the picture and keep them together on a page.