1. I like to use brass screws myself.
2. It depends on the pwb, and other factors. Grounding is pretty complicated. You need to consider safety obviously, and then look at how the current needs to return. Sorry to be so vague here.
3. I like to solder connections, and will solder whenever I can.
4. Not sure, but I normally wouldn't shield. You can try and see if it makes a difference.
5. Like I said, I like to solder. The advantage to IEC is that it lets you try different power cords.