1. Yes, there are many good U.S. sellers like:http://www.cubedepotusa.com/http://www.speedcubeshop.com/
2. I do not own a Dayan megaminx but I have heard that it is not "all that". Several of the top minxers such as Simon Westlund, Oscar Roth Andersen, and Louis Cormier use other puzzles. (Modded mefferts or similar brands as well as one brand that I think is a KO so I won't say.)
3. All stickerless 3x3s can be assembled into any color scheme you want.
4. I assume by "hubs" you mean the caps on the centers. Only a few cubes have problems with center caps falling off, but the recommended solution for this problem is to put a small piece of paper inside the center cap to squish it against the side of the center. You can also just glue them on if you think your tensions are just fine.