Whew, that's a lot of questions, Owl
Regarding the AT screens, certainly they're more expensive. From my research, most are plasticised fabric perforated with little holes: this reduces the gain a little on the screen, but allows most sound to travel through (apparently there is a slight treble attenuation -- not a bad thing probably, as most movie soundtracks are a bit bright).
One brand -- Screen Research -- says they have a special woven screen that hardly loses any brightness, but can still allow the sound to pass through. They also cost a huge amount compared to regular screens. Incidentally, one of their fixed screen range is *curved* to suit the projector's throw... very snazzy indeed.
Regarding projector placement, I intend on building an alcove in a drop-ceiling bulkhead, which should isolate the project from the audience a little without reducing airflow. You should certainly NOT put insulating materials directly around the projector, or you'll be buying new bulbs each month as they burn out (or a new house after it catches fire!). The reason projectors are noisy is the fan keeping them cool.
Finally, ceiling monted speakers are getting better all the time, but a lot of HT purists think they place the soundstage a little too high. Nevertheless, it's again a case of "you get what you pay for"... better quality ceiling speakers will usually perform better than cheaper wall-mounted speakers.