1) it will apparently invalidate the warranty, but that's dependant on someone at orange noticing, which would have to mean that they would have to be competent at their job, which would mean you'll be fine
a nokia service center shouldn't care if you've updated the firmware though, so you've got that option
2) mp3's aren't hissy on mine, I've got v20 and a nice pair of Shure earphones. Turn the volume up if they're hissing
3) The radio aerial is rubbish. I've found that streaming the radio off the net is the only way to be guaranteed decent radio (and effectively any radio in the world) so that's why I'm no longer on orange, and on T-Mobile's unlimited internet package