-ok component cables do not come with the system, not quite sure where to get them right now..
-yes, if you want to stay wired then you would have to buy this..
-as long as it has (dont know the technical name) the plugs that look like phone lines only wider.
-you cant use the classic controller on any wii games as of yet, only for VC games right now..so there would be no reason in getting one right now unless you're planning on buying VC games
hope that cleared stuff up..maybe a little