1. I never make cannons, I don't buy them either I rely on capturing them. I sometimes make cutlasses and muskets, it depends on the game, if it's a long game I do make them as well as buy them when necessary.
2. I very rarely have a Smugglers Cove, but I did notice that haulers will only pick stuff up from places with a certain level of excess produce. I can't remember the figure, but if you haven't filled all your ships and docks with cannons then the haulers from the docks will keep picking them up and you won't get the excess number you need at the foundry.
3. I agree with HB on this. As the game goes on I need pirate housing to keep those happiness levels up.
4. I've noticed no difference and I've not done any tests, but I did read that the more generous you are with your pirates the more recruits you get.
5. I do the same as you. Set the ships on miserly and make them pay more at the entertainments. I tend to keep a few cheep places though and I make sure they all have some money but nowhere near $100 except perhaps the captains.
6. Dave has written about this in his game guide here http://www.strategyplanet.com/tropico/trop2/gameguide/gameguide2-3.shtml#episode10
go to the bottom of the page. It takes a bit of trial and error but after a while you can get a feel for it. I do a save before I start sounding any boarding calls, I can then go back to the save if it all goes wrong and try again. I don't always wait before my captains come back to the ship of their own accord and 9 times out of 10 I can get a fleet of three to sail out together. Be prepared to set some ships off leaving one or two crew behind. The ships with more food will generally stay out longer if they don't lose too many crew. There's not much you can do about the return times.