1) I agree- Drilling shows better craftsmanship. Small drills ca be found down to .0019" in diameter (I'll never understand how they make them things!). Go to mcmaster.com and search for miniature drill bits. I've made plenty of successfull stoves with a pushpin, though. I drill my cans at work, but if I'm at home experimenting I just use the push pin. 18 holes with a .040" ~ .050" pin will work fine. 36 x .025" burns faster / hotter, but only by a bit. Also, I've tried smaller holes but they don't work as nice imo. They are more prone to not burn even from flame to flame and go blow out easier, relight slower.
2) I've never had any adverse effects from running a stove w/o a pot on it. My stoves are generally top burners with a combo windscreen/potstand. I've found that using a stove as a potstand (like a sideburner) makes for a pretty crappy pot stand, and you are losing like 5 in^2 of pot area that you could be heating. Also, a tin foil windscreen that blows away in anyting more than a a stiff breeze imo makes for a crappy windscreen. But that setup is the lightest. I'll take the added grams of a rock solid, tip proof setup any day. BTW, I bake with my alcohol stoves with good results, which has warped the bottom of my pot a little bit, making it even more wobbly when set on top of a sideburner stove.
3) In my many tests, the pressureized stoves don't burn any hotter, maybe just a slight amount cooler, because the open jet stoves have the added alcohol vapor burning in the center, but they burn about 30 sec on average longer with the same fuel. I guess that's more efficient. Priming can be a pain with a pressurized stove, especially in daylight. It's hard to tell if the priming fire burned out before the stove lit, as is if there a small flame still burning if you think you might need to add more fuel to prime. Other times you may put too much priming fuel down, which turns a stove into a flame thrower while until the priming fire burns out. Also, IMO, you don't need a screw to make it pressurized. I don't, I normally cover the fill port with coin or I drill a 1/4" hole and use a ball bearing. this system acts as a pressure relief valve in case of over priming anyway.
I've not noticed a big differnce in efficiency through the number of jets. It comes down to heat transfer. Many smaller jets may put more heat back into the stove, increasing vaporization and burn. Few large jets, thought theoretically may have more flow area, put less heat back into the stove (due to area of the can affected by the heat from each burning fire) slowing vaporization. A good experiment is 6 x .06" holes, vs 24 x .03" holes. Same flow area, but the latter will burn a lot hotter. I found that 6 x .06 holes will not even really boil water.
I think I answered this question in the same paragraph for number 3. Also, open jet stoves in the same proportions as a pressurized (no thumbscrew) are about a 1/2g lighter. Add fill port cover, whatever it may be, plus a priming pan, and you have more parts to mess with. An open jet burner is simpler in that regard, and is what I keep coming back to. I like the way they look, too.
A stove burner does not itself make a stove. It is just a buner. You need the rest of the package to call ita stove. This being a potstand and winscreen, and simmer attachment if you want one. The whole integrated system makes the "stove".