To address your #1 question - C1 and C2 (on the drawing) are the only points that actually need the quick connects / blade connectors. The blades on the T and L sides can be removed, and is actually what I did - then you can use the screw terminal to clamp down on the wire, giving you a much more secure connection. As said, if you use the blade connectors / quick connects, make sure you crimp and or solder (I did both) them really well, otherwise you're introduced a resistance point and it can cause failure.
#2 - Bolting is definitely the way to go. Many of the panels in use have a secondary 'back' inside the panel, that you can drill holes in and mount components to, without actually penetrating the exterior of the box.
As far as building it - I would have to agree. You are asking some very basic questions that might imply that this is your first go at any sort of electrical wiring. Yes, it's easy to do - one wire goes here, the other goes there, plug it in and you're set. It's also VERY easy to screw up - crossed wires, or even single stray strands from a wire can cause problems. And with electricity, especially with the voltages you're dealing with, when things go bad they can go real bad. You could destroy one of your components, shock yourself, or start a fire. Only you know how meticulous you are - how likely are you to accidentally cross a wire or miss a stray strand? How likely are you to plug it in before triple checking that everything is plugged in? If you've undertaken other DIY / build projects before and have the mind-set to get it right the first time, then you'll have no problem here. If you have a half dozen lop-sided IKEA book shelves and coffee tables in your house - this may not be the project to go at alone.
Not trying to talk you out of it, just make sure you're fully aware of what you're getting into. Maybe you have a friend with some electrical experience that could help you out? That'd be a win-win!
-Kevin
