1.) Zorro created a program called "Phone Control" it is in the Support Software section of the forums. His software uses bluetooth for connecting to the phone to the computer wirelessly. Veetid's software, Centrafuse, simply integrates Phone Control a little bit more, so any questions you may have about Phone Control should most likely be posted in that forum.
Oh, and yiou can purchase a bluetooth adapter at any electronics store online or in person (Best Buy, Circuit City, CompUSA, etc)
2.) To receive radio stations fm/am, you'd need either a usb radio receiver or a PCI version. The usb version, is external, while the PCI version is internal. I think you also need software called Radiator? and Centrafuse integrate with that software (people that have am/fm radio corect me if i'm wrong on this). There is also XM/Sirius radio which you need a different receiver for.
3.) This is another one of those questions that is best asked in the GPS section of the forum, I use the BU-303 bought off of Ebay, but there are several different GPS receivers now. The best software to use is also pretty wiedespread, I use Routis, but am looking into getting iGuidance.
4.) There is sofware called NaviVoice that I think is what you are talking about, but I haven' ever used it.