1. Never seen this happen.
2. Besides looking behind me and then seeing a car that wasn't there before when I resume looking forward, never seen cars just pop into existence in front of my eyes. And the example I gave of looking behind you while driving and seeing magic cars appear when you look back forward is something I've seen in every GTA game I've played, from GTAIII through GTAV, and all the non-numerical sequels in between.
3. Only TV I've used is Trevor's, and I don't think I tried the volume, it was just an instinctual response to the notification and after changing between the two offered channels, I shut it off.
4. Through walls, no. Into walls, yes; but collision detection seems to be working well in my game.
5. Only tried Snapmatic once outside of a mission, and since it was before Social Club was fixed, I haven't seen this yet; however, Heisenberg27 makes a good point about the traffic now that it's up.
6. Haven't had this issue on PS3, though the hardware in the console is the likely cause of that. PS3 just handles multiple calculations and rendering better than the 360. Seems like something they could fix in a patch though, and you can change the delay between notifications in your settings (not sure how often you get them, but there is an option to set the delay between them to up to '1 hour'; I assume it's 1 hour in-game time).
7. Again, that's part of the game and something that's been there from GTAIII onward; perhaps before, but 3 is the first GTA I played. It cuts down on the system strain. All cars belong to a 'group', and when driving a car you'll see that the other vehicles on the road predominantly come from the same vehicle group. PC mods can change this (though impossible since there's no PC version for V, but SA had one I'm aware of). Check out some driveways in Vinewood for a decent racing car (I'm partial to the Comet, been one of my favorites since Vice City), and make sure you always have one in a garage for each character so you have access to one if you need it. If it's not a speedy car, and not a diesel-powered big rig, most every other car can do well enough in whatever role you need it for.