Oliver,
1) Custom automatic username - Yeah, this will definitely be a configuration option in the future. For now, you can easily do it manually. We wanted to get this into the 3.2 release, but there just wasn't time to get the configurability we wanted along with testing it all. Please check out the below post and hopefully it will help:
www.sourcecoast.com/forums/topic?id=1981&p=1#p8885
2) That's a good idea about the confirmation of post. I can see doing it with a pop-up that the user can see the text and actually confirm the post of it. With a checkbox though, that would only be for the "Full Joomla User" option, which may be problematic. The next release will have more ways to do pop-up posts to a users wall instead of the silenty posts we do now. The pop-up posts do not even require the Wall Post permission since the user has to actively choose to post it.
3) This is a good idea, but not something we can do in the pop-up itself. That's completely controlled by Facebook, so you'd need to do this around wherever the Login With Facebook button is on your site, and that can be done now through Custom HTML modules or other indicators.
Hope this all helps, but if you have other questions/suggestions, just let us know!