1: The .PSD files are very useful if you are looking to make design changes to the theme.
WordPress MU, or WordPressµ, is the multi-user version of WordPress. It is ideal for people who want to set up a large network of blogs.
You can read more about WPMU
here
2: There is no limit to the number of categories or subcategories which you can create, these are all created using WordPress functionality.
3: This is a standard WordPress feature to allow you to create different account types, however if you want to assign specific rights to your administrators you may wish to use a role manager plugin to make access a little more detailed.
4: I am aware of other customers who have mentioned using that particular host. Basically, if your hosting provider can run WordPress, which requires a web server such as apache, a mySQL database, and PHP, then AppThemes should work fine.
5: Our
resources page shows the plugins which are tested and recommended with our themes, and any outside of those are really up to the individual to try out. Like with any WordPress theme, not all plugins are going to be compatible but you can certainly test them out and discuss in our "Plugins Exchange" part of the forums once you are a customer..