@mobilemoxie:
1/ They're cumulative, and you don't actually "download" them one by one, each FW version gets a dedicated zip file with *all* the patches for the FW version.
You *enable* them one by one by tweaking the config, though.
2/ Yep, the affiliate has no impact on the actual FW being used, it's just a config switch you've just flipped

.
3/ Yes. (Although, technically, the "patched" package only contains the patched files, so it's much smaller/faster to install).
4/ Nothing user-created will be affected. As I said in 3/, only the patched *system* files are modified.
(Note that, even with a full, official FW upgrade, your settings & content will *never* be affected either).
5/ See 1/, through the config file.
6/ No, use the mac build

. But that isn't really relevant, since you probably won't be downloading the kobopatch binary, but the kobopatch-patches package for your FW version, which bundles *all* the kobopatch binaries.
The question then becomes "which script do I use"? And then the answer is indeed, kobopatch.sh, like on Linux

.