Sampling rate of multiple analog pins on Arduino
1)  You only have one ADC on board and all the pins run through a mux.  You can only read one pin at time.  If you're willing to give up some resolution then you might can read a little faster but it gets tough.  What's worse is that when you are switching pins really fast it can mess with your readings so that for some things, especially when input impedance is high, you have to read twice and throw away the first reading.  So that essentially cuts your sampling rate in half right there.  

2)  That may be doable.  Or at least something close to it.  You'd run in free-running mode and write a tight ISR to read the interrupt when the analog read is finished and record every other value and switch the pin every other time.  Theoretically you should get pretty close to 1kHz with 5 pins.  Maybe a little faster if you give up a little resolution.  

3)  Those communications protocols run at light speed compared to the analog read.