I've only used ATI and am well satisfied. I have a problem with the latest 9.6 driver release but it only affects a minor bit of functionality in the Catalyst Control Centre which you don't need to install anyway.
I would think that decent airflow is required for that card.
Not sure about the audio. Is it part of the HDMI cable connection? I understand audio is now part of the standard.
The Catalyst Control Centre is just software that allows you to tweak some of the settings on some of the cards e.g. overclock, fan speeds, colour etc. You don't really need to install it for the card you've bought unless there's HDMI settings that can be tweaked. I mainly use it to create 'Profiles' for cool running, gaming overclocks, fan settings.