TIG is a slower process than MIG so for the same inches of weld I go through more Argon than C25 even though the MIG runs at a slightly higher flow rate. Net take away is depending on how much you weld, get the biggest bottle you feel like hauling around. You'll save money in the long run.
TIG and MIG about the same as far as wind, they don't tolerate any. Same tricks apply, cardboard wind blocks, use your body and or hands to shield the weld area, etc. At least with MIG you can swap over to FCAW for the outside stuff, not an option for TIG.
Depends on what you are welding and how much experience you have. For learning the pedal can really help, as you don't have to stop and make changes to the machine settings all the time. Once you know how much power you need for the welds you are doing, the torch switch is fine. It also depends on what you are welding. Well fitting joints on fresh clean material in the standard joints, you can pretty much run the same power for the whole weld. However, doing build up or repairs of damaged items, badly fitted joints, or material that varies in thickness from things like rust, the pedal will be your best friend. Once you have more experience, you can use technique to allow you to use the torch switch for more difficult welds. There are also ways to employ the up/down slope functions to let you have more control over amperage by going into and out of the slopes during the weld, no pedal required. TIG can be a lot more precise than other processes. You can lay down a 1/16" wide bead if you want. I don't think I could do that without sitting down and having an ideal place to prop my torch arm and hand. It all depends on the kind of work you are doing or would like to do.
There are so many variables, that's why the amp ranges for TIG are huge. Rule of thumb is 1 amp per .001" of material up to about 150 amps for steel and 250 amps for aluminum. After that you usually do multi pass welds for thicker materials (there are exceptions). As your travel speeds go up, so will the amps. With the pedal you can change on the fly, so you will quickly figure out what works best for that job.
As was mentioned before WeldingTipsAndTricks has about the best instructional videos. Another resource is Lincoln Electric videos. Many are sales pitches, but mixed in are some good instructional ones, too.
That is a personal preference thing. Everlast has a few different torches and they are not that bad. The cables are a little stiff, but I've use far worse. Some people routinely wrap the lead around their arm so the cable doesn't pull on the torch anyway. The euro type torch handle is not my favorite because of how I'm used to holding the torch. I also see plenty of pipe welders that hold the torch by the handle for walking the cup where the euro handle would be fine. The switch on that style is nice for sure. One thing that you might want/need that will drive a new torch purchase is a longer lead. The stock 12 footer can be real limiting for off the bench type work. I would say start with the included one and see how it goes.
Long arc, short arc, heliarc and in-the-dark!