Variable Memory Utilization And Performance Considerations

Can someone point me to some good articles or perhaps directly supply some words of wisdom with regard to wise utilization of variables within a T-SQL script from and standpoint of conserving memory usage and improved execution cost?

For example:

(1) Is it better to use varchars, nvarchars, etc. defined with minimal lengths to support the needs of the script or is it just as efficient to declare all with a length of say 4,000?

(2) I've seen behavior that leads me to believe that when passing a variable as a parameter in a nested procedure call, if the declared types of the parameter and the variable being passed in don't match (i.e. one is numeric(38,10) and the other is int), then implicit type conversions hurt performance. Is this true and how broadly does it apply?

(3) Does the number of variables declared in a script materially impact the performance and / or resource utlization?

(4) Is it more efficient to have a series of variable value assignments in a single SELECT statement versus a series of SET statements? Should I always perfer one to the other? Only within a looping construct?

Thanks,

Shadowraven