A lot of your answers can be found by search QL, but I'll do my best;

1. I think as an American you can just buy one at the airport, though I'm sure an American QLer will be able to confirm. Sometimes they ask where you're staying so you'll need to give an address.

2. Yes you'll be fine. Just practise normal precautions as you would in any city.

3. No problem buying an abaya.

4. No problem smoking a shisha.

5. Not sure where the best exchange rate is I'm afraid.