regarding your questions:
1. If you go with a braze-on front derailleur you will need a front derailleur clamp adapter because from wat I can tell by looking at the picture in the link you posted the frame does not have a braze-on mount for the front derailleur. These can be found online for about $15 or less. The size of the clamp will need to match your seat tube outer diameter. There are two standard sizes are 32mm and 35mm. For your 34.9mm seat tube you would use the 35mm clamp. If I am wrong and you do have the braze-on mounting tab then you are correct that clamp size does not matter as you will be buying a braze-on specific mechanism.
2. Here is a link to a site selling an ultegra 165 compact crank set:
http://www.trisports.com/shimano-ult...hannelid=PGRAB
3. I am unsure of what you mean by "is it possible just to replace the crank on a chainring?"...if you mean can you keep your existing crank and just replace the chainrings, then yes that is entirely possible to do...but since you have a triple you may want to change your bottom bracket and crank to a double to get a more dialed in chain line, save a little weight, and get a nicer crank.
4. My understanding is that a 10speed ultegra (and below) cassette is backward compatable to either an 8 or 9 speed freehub. There are many posts all over the internet the state people doing just that. If you have a bit of cash to spare then look around at the online retailers and you may find a rear wheel built around an ultegra hub (or even a wheelset) for a good price. Here is a link to performancebike.com, they have ultegra hubs built up with mavic open pro rims (great rim btw) for a decent price:
http://www.performancebike.com/shop/...TOKEN=76660639
They also have just the rear wheel. Either way, the wheels will be an upgrade to what is listed as stock on your bike.
Hope all this helped.
Cheers,
-J