1. No, you won't, but when it gets released, you can check the forums here and get the rooted version, or install a RUU.
2. It SHOULD be properly set up.
3. If you're asking which one to install, I prefer CM.
HTC DESIRE HD
[ROM]: BlackIce 1.60b10
[KERNEL]: LordModUE 8.6 BFS
PRESTIGIO 5097C PRO
[ROM]: Oma's Jelly Bean 1.2.2