Yeah, Lost Boy, I completely agree - going bald is horrible, but that's why we're all here and that's why hair replacement exists. If you'll feel better with hair, it's worth the hassle and you should go for it if you can afford it.
I'm a fairly new wearer, so I'm currently going through the trial and error of DIY. I'll try and answer as many of your questions as I can. I clean the piece using alcohol and cotton balls (it's a thinskin system). I grab a shower while it's drying, and use alcohol and shampoo to clean the residue from my scalp. After shaving the part of my scalp on which the system will sit, I use Walker Max Sport scalp protector. I place tape around the perimeter of the system, leaving gaps between each piece to allow drainage avenues for scalp sweat.
I find after the system has been on for a couple of weeks the bond on the tape starts to breakdown, so the system will peel straight off. If you have a lace system, you can spray a release spray if needed through the system onto the tape before removal.
My tape adhesive lasts about two weeks before the bond breaks down. I tried leaving it on for three weeks, but the broken down bond leaked into the hair and made a mess. Everyone's body chemistry is different, so you may get more or less time out of yours.
You can exercise and sweat into the system but, if you exercise a lot, get a lace base. I've got thinskin and can feel the sweat building up underneath, which isn't pleasant. I also think the sitting sweat affects the lifespan of the tape. It won't fall off during exercise, unless you've left it attached for way too long and the bond has completely broken down. Even then, something would need to hit or pull on it before it moves.
I have tape along my hairline and keep it covered. I personally wouldn't consider having an exposed hairline, but it's good enough that if the wind blows it back or whatever it still looks convincing. If you fixed any lifts with glue as and when needed, it would remain decent enough throughout the entire attachment.
Hope all of this helps. I'd also echo what the others have said - get your first system from a salon, then go DIY from there. It's scary but very doable, especially if you have someone to help you and reassure you that it's on straight. I actually messed up my first reattachment, but nobody could tell but me.