I'm not an expert, but from what I have read, using a hop bag reduces the efficiency at which the bittering acids in the hops are drawn from the hops to your wort.
Then again, I never used whole hops, I have only used pellets. However, I don't strain the hop trub out of my wort, it all goes right into the carboy. Most of it usually settles during fermentation, the rest settles during bottling.
Also, you wouldn't gain any bitterness if you left the hops in during fermentation. Since the bittering acids have already been extracted, I believe it would be pointless to leave them in if you didn't want them going through the bottling/kegging process.
Dry hopping will add aroma and maybe a little bit of flavor. You won't get too much bittering from dry hopping.