Welcome aboard!
As for your questions...
1) Am I silly buying brand new (I do like the newer spec, but is it really worth a premium)? It will always save a bob or two to buy nearly new but the engine in the MY07 is apparently worth the effort. Also if you're spending that sort of money I can understand you wanting precisely your chosen spec.
2) How much will decent wheels cost like the ones I mention with tyres This will depend whether you're happy to import from the States and take advantage of the excellent exchange rate. I would recommend following the link from the front page to Z1 so you can get an idea what you want and then PM Adam for a price. Adam's a top guy and you should have no concerns about going the import route. If feel happier buying from the UK and are prepared to pay a little try JDM Performance who are another of our traders.
3) Has anyone ever purchased brand new with a discount thrown in, or any free things thrown in eg sat nav, i.e is it worth haggling? When I bought mine all I managed was mats and a tank of fuel (over 2 years ago). I doubt you'd get as much as sat nav but can't hurt to try.
4) should i bother to get the paint gaurd etc, or not bother, and just live with the prospct of the odd respray every now and again? The paint on these cars is very poor and liable to stone chipping. Many swear by Paintshield and I would do it if I bought new again. If you are looking you can see the edges of the film but most wouldn't notice.
5) I notice that each year the spec seems to change slightly. Is there anyway of knowing when such specs change, as I would hate to buy a 2007 model, only to find out a 2008 model may have some great new bits which I should have waited for? Who knows with Nissan? I don't think the MY06 owners were too chuffed to finjd their cars obsolete after 12 months!
Don't worry about the dealers. They're used to selling Micra's and really don't have the customer service skills to flog £30k cars!
HTH