I've used my iPod with portable headphone amps without any problems. HD600's are best used with an amp. Yes you need Firewire to connect the iPod to your PC. The iPod can also be used as an external Firewire hard drive.
It looks like you're going to get a Windows iPod? In that case you'll need to get a firewire card for your PC unless you already have firewire ports.
Yes, the iPod can be used to transport files- when you plug the iPod into your PC it shows up as a new Hard drive which you can browse to in explorer and copy files to/from it. This will not work with playable mp3s, however (i.e. you can't drag your music onto the iPod and have it play- you have to copy it via software, I will get to this in a sec). This "hard drive" thing works in XP I have not tried it on any other OS but it should work the same.
The iPod handles music in a unique manner. You use your software to copy your music over (I recommend using EphPod- and not even touching the MusicMatch software) and the iPod stores all the mp3s in hidden folders with filenames like 2000.mp3, 2001.mp3, etc. It then reads the tag info from these files and stores it in an internal database. So if you copy your mp3 files off the iPod back onto your HD you will get files labeled 2000.mp3, etc. but the tag info is still there and you can get programs to rename your files.
As for formats currently the iPod only does .mp3, .wav, .aiff, and audible (someone check me on this one). I have not seen any current method of upgrading to lossless formats, but the possibility is there.
No, you will not need to use software to create playlists if all you want to do is play albums. The catch is, however, that you have to have good tag info for all your files. You can browse the music on your iPod based on categories like artist, song, genre, album, etc. and the iPod can shuffle song by song or album by album. So if you have good tag info you can play albums from the iPod without any playlists. Might I add, however, that EphPod can create playlists based on categories or specific playlists that you choose- and write them directly into the iPod's database, so you don't need to make or store playlists on your computer.
I have not heard of being able to use a Firewire>USB adapter- but my guess is that the cost of one of those is similar to a firewire card itself.
Unfourtunately I am an audio newbie and cannot really comment on the performance of the iPod when combined with an amp and/or really good headphones. My iPod+KSC-35 combo works great though