Nope. Unless you load up the truck and the trailer with useless junk.
http://www.fordf150.net/2008/2008-ford-f250-superduty-specifications.php
Overrated.
Makes it easier (and cleaner) to plug in. I recommend one.
It's a matter of preference. You can cut the plastic one or spray it. The plastic one will warp over time. The polyurethane (spray) may fade over time, depending on which brand you go with. If you do decide to spray it, cut the holes first and spray afterwards.
Never had a problem with it, even with full GCVWR+ on a triple axle 35' gooseneck.
They are called "wheels". The rims are the edge of the wheel, where the tire mounts and seats onto the wheel.
When you do run larger wheels, depending on how far the diameter is from factory (for example, factory is 25" - actually more, but I'm working with round numbers and the new ones are come in at a diameter of 30 inches) you may lose some of that all important torque. Bigger diameter, less torque transfered to the ground. Simple geometry there.
Welcome.