Storage of energy in muscles vs fat depos
The  regulation of metabolites and signals in general (glucose (Glc) or FFA in this case) and their selective uptake by cells, depends on the number (from few hundreds to many thousands) of receptors expressed and displayed to the surrounding environment, the type of receptors (what they can bind, and do as a result) and their properties. 

The regulation of glucose storage and use in muscle cells is determined largely by the dynamic energy state of the cell, which is can be described (to first approx at least) as the cellular equilibrium between ATP&lt;-->ADP&lt;-->AMP. The key here is to be aware that nothing is happening in isolation and the whole metabolism of the cell is one giant equilibrium. You make a change at one place that will result in proportional changes elsewhere to compensate.

If you start exercising, that is using ATP rapidsly, suddenly AMP spikes, the increase in [AMP] results in the upregulation of key enzymes in Glycolytic and TCA pathways, which causes and increase in ATP producting. How much is made? Whenever possible always just enough enough to meet the demand (assuming cell has resources to supply it and manufacture it).
Absolutely, in the same way, the energy state of the cell, and the availability of Glc in and outside the cell (which it knows, because increase in blood Glc causes insulin to be release, muscle cell can bind to insulin, which results in activation of more GLUT4 to be expressed and expressed) directs how Glc is used, stored as glycogen, converted to FFA etc. When cell energy state is low, or exercising, signaling from muscle cells to liver (via lactate in blood/ Cori cycle) tell liver to release stored Glc into the blood.  l
If Glc in high in blood, insulin released from the pancreas, which tells the liver, to start sucking up Glc from the blood, and the way it does that is a lot better than muscle. Why? because of the binding properties of the different isozyme receptors expressed (same function but slightly different physical properties).
FFA metabolism is a same general concept, but different key enzyme players. The increase in metabolite availability causes or is a signal, which results in the appropriate response to balance level out the steady state dynamic equilibrium.

The strategy is basically, if available in excess and can be stored it's stored until the limit of cell is reached, which is determined by the thermodynamic equilibrium of metabolite inside and outside the cell. 

Nelson, D.L.,Cox, M.M.(2013) Lehninger Principles of Biochemistry, 6th Ed.

In response to your comment questions,
In general, like I mentioned, the strategy for coordinated fat uptake holds. 

Majority of insulin-stimulated glucose uptake occurs in skeletal muscle, with about 10% of insulin-stimulated glucose uptake occurring in adipose tissue. However When it comes to FFA, these are largely delivered, absorbed and stored (as triglycerides) from bloodstream into adipose tissues. This process is definitely actively controlled and regulated, as you do not want fat globules floating around in your bloodstream. When energy state of the organism as whole is low, adipose tissue can sense and release FFA that can be take up by other cells (muscle, liver) and energy in molecules extracted during FFA catabolism pathways. How exactly adipocytes translate changes in glucose uptake or storage into signals that affect global energy balance is not completely understood it seems.

For a good place for much more detail, check out

Leto D., Saltiel A.R (2012) Muscle and adipose tissue in energy homeostasis, Nature reviews of Molecules Cell Biology, 13, 383-396 
http://www.nature.com/nrm/journal/v13/n6/box/nrm3351_BX1.html