Pretty much everything you've asked is just a matter of preference...

For a while, I was keeping my cuts short, just shaving off the cap. But, since I was using a cheap cutter, I was leaving a bad edge, so i started cutting a bit more off. Now that I have one of them fancy Xikar cutters, I'm back to a just shaving off the cap.

Cuts are all personal preference. Next time you're buying cigars, ask for a few different cuts. That will help you decide what you prefer. If you're trying to save a couple bucks, I don't see any reason not to get your local shop to do the cutting for you. (I can't imagine a couple clips would bother anyone)

I typically smoke cigars until they taste funny or I run out of time. I tend to smoke cigars a little hot, so they tend to lose flavor early and get a little minty (that or my taste buds overload?).

Having the band on or off tends not to affect the taste of the cigar, so it really doesn't matter if you leave it on or take it off. I guess there's one camp that says "Don't be a showoff, remove the band from that $25 cigar". And there's probably another camp that says "Take the band off so they won't know you're smoking a $1.25 Roly". I'm from the camp that says "No one I know can tell the difference between a $25 Opus X and a $1.25 Roly".

I leave the band on for a while. Usually as the cigar burns down, the glue on the band loosens, so I'll usually remove the band at that point...

Smoke 'em however you like 'em.... If exhaling through your nose hurts, don't do it. I usually exhale at a pretty "medium" pace... Not forcing the smoke out, but giving it a little push... But that's just what I like...