okay these I can answer Better
1. The Pirates can be sent to harass the enemy as well, the screen thing you were talking about earlier controls this and is useful early game in keep others busy with fighting off the pirates instead of building and development
2. No need to touch, Sins has a wonderful hands off trade system. You just build and it handles the rest. Admittedly it is a bit short-sighted and on bigger maps be a bit frustrating but supposively this issue will be handled by Diplomacy
3. This is a personal choice issue. Some feel it is worth it, some dont. But if you do choose to colonize any planet or asteroid go ahead and at least upgraded it enough to not take money out. Each planet is different but I do believe an asteroid is the easiest to upgrade(only 1 point is needed) and pays for itself faster than others.