Gyroscope questions: building a stable platform
Doesn't matter a whole lot. However, in consideration of question 2, you might consider getting one "6 DOF" sensor (3 gyros, 3 accelerometers). Integrated sensors probably have better sensor-to-sensor alignment than you can achieve with individual assembly.
Yes, but it isn't trivial to get it right, especially in highly dynamic situations. Look up terms such as "coning" and "sculling".
Sensitivity is more important than range. Remember, if the system is working correctly, the platform isn't moving at all. You want to catch any deviations (errors) as quickly and accurately as possible. If you had perfectly frictionless gimbals, you wouldn't need an active system at all &mdash; the mass of the platform would keep it oriented in space.