When should I register (i.e. pay to be) an apple OS X developer?
You don't need a website, but it's nice for your users to have a place where they can contact you and perhaps see some screenshots about the game/application you develop.

I don't think you need any protection as they are all under Apple's terms and conditions. At our work we've got a developer account and nobody bat an eye.

Just sign up and leak the name here, once your app is available (:

Oh yes, if your app costs money I'd like a coupon ;)