1) If you don't like leather seats, it's not worth $4,000 just to get a Bose. For aux connections, you can refer to the manual to get to know your car better before getting it (good toilet reading material):
Nissan 370Z Owners Manual / Service Manuals - Nissan 370Z Forum
2) Look here for Stillen threads:
Intake/Exhaust - Nissan 370Z Forum
3) It's a matter of preference. Some people amplify the vibration feeling and make it sound worse than it really seems. It's a sports car, so you can't expect it to be plush. What I can tell you is the 370Z is much more plush than the 350Z. In terms of noise, it's livable.