1) Nothing, if your using high quality, pure fluoro line. I use Carbon pro instead of "leader" line. IMO, it's the best "value" out there. Some tough stuff.
2) Do what you like, like what you do. I make sure I ALWAY's have a leader on braid when I'm fishing shallow. Depending on my mood, deep structure, and water clairity, I may or may not use a leader when I fish deeper water. Generally I do use them.
3) 2 suggestions: 1) Retie the leader on more often. 2) Make sure, as your cinching the knot, your not damaging the line. IMO, saliva is better than water to cinch knots, I alway's put the loose knot in my mouth and wet it before cinching.