1 not sure, i would bet on SD under load and CF for raw speed, more on that later
2 yes, usb 1.1 only
3 the CF slot in the z maxes out at 16MB a sec (which you will never ever get, trust me) which means it can do 100mb a sec in theroy. and usb only does 11mbps but averages about 700kbps so its up to you, i would get the lan card if they are chaep and avalible
basically they share the same bus and both need the same hardware which they fight over, CF does 16MB/s while SDRAM does 400MB/s, so you can see that the CF card can greatly slow things down, oh and thats PIO, not DMA so you can cut that in half again (for CF)
however the SD card dosent suffer from this so you can acsess RAM and SD at the same time without affecting thourghput.