A1 - you can't steal guns. You steal furniture and sell it for money
A2 - you get a special reward, depending on which girlfriend it is. E.g with one of them you get a monster truck and an outfit, with another one you get to keep weapons after being jailed, etc
A3 - No, SA:MP doesn't do that
A4 - /panic on Argonath, otherwise you can't do it
A5 - they can be useful...sometimes, like taking over gang territories as they can direct fire away from you