No, your iPhone and your iPad should not appear in the finder.
I'm not sure what you mean about downloading photos with iPhoto being double handling, but you can download direct to a folder with Image Capture. Image Capture can also be used to delete photos from the Camera Roll on the iPhone or iPad (preferrably after they are downloaded).
You can remove the photos you synced from your phone with iTunes by syncing again with an empty folder, That will delete all the photos that were previously synced that way, replacing them with the contents of the empty folder (that is, nothing). This will not effect photos takes with the camera on your iPhone.