1) Paired spokes ain't necessarily lighter. I used to run a pair of Bontrager Selects, those things weighed close to 1900g. My latest wheels aren't paired, and they're a scant 1600g. Bottom line, there are a bunch of different spoke designs, paired being one of them, and wheel weight depends on more than spoke pattern.
2) No comment. They all have merits and they're all hyped by their respective fans. Test ride em, see what you like.
3) Sora's just a little unreliable, and many don't like the position of the thumb shifter. I had it, and the drivetrain required constant adjustment. I'd advise you to start with Tiagra, maybe 105. Those are both very solid groups that'll last you years and years.
4) I will not say "always support the local guys", because there's no reason to go into every purchase with such a strong bias. A smart consumer looks at all the choices. That being said, as a beginner you'll benefit from the learning experience you get from a good, patient bike shop. As you learn more you'll find sites like Bikesdirect will offer better deals.
5) I'd advise you to start with a full bike. Build once you learn more about what you want in a bike.
Cheers,
Will