1.) Yes, it can be done, but it is generally prohibited due to the methods of doing such so to instructions can be posted or linked to here.

2.) Yes, it is advisable to use screen protectors. Personally, I always keep a pack of Fellowes WriteRight universal screen protectors on hand. I have multiple devices, mostly PDAs, so it's a good cut-to-fit solution for me preventing the purchase of multiple shapes and sizes.

3.) I'd suggest a spare battery and/or travel charger, headphones or ear buds, and a hard travel case that has slots for UMD discs as the must-haves.

Hope this helps,
John