To answer your questions :-
1/ I think it is worth investing, although there are alternatives such as Worldspace (click here)which is digital satellite radio and DRM (Digital Radio Mondial)which is digital shortwave. Current Worldspace receivers aren't up to much (the launch models were much better and can be found s/h) DRM radios are virtually non existent - the only one I know of from Mayah is £450!
2/ Depends what you mean by an acceptable sound. You appreciate no shortwave radio is going to sound like FM or DAB (even the most expensive tabletop ones) but radios such as the ones you list will give good results.
3/Look on click here for reviews on the radios you are interested in.
I actually own a Sony 7600GR (the G model is no more) and it is a great radio but before you buy check out the aerial rotation. Mine caused the case to fracture because it was too stiff (despite very careful treatment)so be warned. Maybe it was a one off but be careful. Look for models with Syncronous Detection as this improves reception a bit.
4/ See 2/ above. If you connect hissing fading shortwave to your stereo all you will get is louder hissing and fading. Shortwave is not a high quality source but it does enable you to listen over huge distances. If you want better quality maybe you should wait for DRM or invest in a laptop and listen to radio over the internet.
If you decide to buy a shortwave radio I suggest you look for sync. detection (see above) SSB (single side band) which enables you to listen to interesting things like coastguard, military and radio hams. Also go for digital tuning with keypad entry and +/- scanning. Also check it covers the frequencies you plan to listen to - not all radios do. A good book to get for advice is the Radio Listeners Guide (£5.45) click here if you can wait that long.