Lots of questions! I'll try answering.
1) Immediate syncing - there is an option to turn this off in the summary page. To find summary page see 2) below. Select your device. It will be after iTunes Store if memory serves. The automatic syncing option is the first or second checkbox beneath the summary information if you scroll down. But first you will have to either sit through a sync or cancel it. You can cancel sync by clicking the circled x to the left in the status bar (top of iTunes). Remember to turn automatic syncing back on unless you are confident you will remember to back up your device from time to time. It doesn't take that long to sync usually and is good policy as it backs up your device.
2) Music is an option at the top, middle of iTunes after you select your device in the sidebar. It sounds like you have sidebar on. If not, you can make it show by selecting view > show sidebar in the iTunes menu.
3) Selecting all Music - Yes, you have to select the music you want to sync after you select sync only selected items. But you can select entire playlists or albums to speed things along. Once you check one of these, iTunes knows to sync the related songs. But you might want more control than that and need to go through selecting just the songs you want for some albums. Or make more play lists. It may take 15 minutes, but you'll only have to do it once. Then when you add new songs or albums you will need to select them before the next sync if you bought them through iTunes PC. If you bought them on i device, it will automatically sync them.
Good luck!