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Yes, you'd want to sign it or install it on each machine - if installed on each machine, you need to make sure the users install the latest when you have changes. Here's a link to using full trust forms w/ DBXL.
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Sure, if you make the form full trust. The reason to use existing data connections is to not have to be full trust.
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So, can you tell me more about the architecture here? You mention database integrity - so is this a database bound form?
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I think this may be a place where workflow would be helpful - have you looked into that for an option?
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I usually use foreach, like this example from MSDN.foreach (XPathNavigator n in nodeIterator)
Console.WriteLine(n.LocalName);
EDITED TO ADD: Gee, I didn't entirely answer the question there - n.Value gets you the value of the node in the sample above.
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I went and took a look at the form where I'd implemented this - I used a stored procedure (I was deleting from 3 tables), and set my data connection to execute it. Looking at my DB - there was nothing special about it either, though in the stored proc I do set implicit_transactions off.
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What field in the people picker are you trying to set? Can you attach your form under the Options tab so I can see what you are doing?
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Can you run a SQL trace to get some insight into what might be going wrong? I know with stored procs we have to set implicit_transactions off to get them to execute correctly from IP.... but running a trace should help you see what's going on.
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The best way to find out what is going wrong is to check the SharePoint logs - info on default locations can be found here: http://blog.degree.no/2011/01/sharepoint-2007-2010-log-file-location/
Open the form, and then go find the error in the logs if there is a correlation ID - if not, just search for the name of the form in the latest log file.
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Yes, qRules has a free trial, but for long term use would require purchase. If you don't mind some maintenance, you could probably put together some kind of a calendar table in SQL or SharePoint you could leverage that to help you figure out the right date for a specific day of week w/out code...