#1 is purely a personal matter really. When I bought mine it had all the original parts with it even though it had aftermarket exhaust, wheels etc. and yes, they were kind of a pain to ship but I was pleased to get them (just a personal thing, it didn't really change anything for me and would have bought the car without) - I can always put it back to stock if I want to. That said, did you buy the car with the intention of selling it? Those things are generally only really of interest to collector/NCRS types - if your ZR-1 isn't low mileage its probably not really going to make any big difference in the long run. The main thing is, it's your car so do what you want with it - just enjoy the hell out of it the way you want to.
Can't help with #2 sorry