Interesting question. I would say, that if you are only starting to learn Russian then you don't really want to know these nuances, as they are very slight and all these things generally mean the same and are pretty much interchangable. But if you really want to know, then that's what my opinion on this: you can use all of these if you are talking about some kind of wish of yours, like "Я хочу поехать на море" or "Мне хотелось бы поехать на море". But when you are talking about something more direct, like food, you would probably want to use "Я хочу есть" or "Мне хочется есть" (the second one is milder a bit). Although, if food is also some kind of a wish, like "I want to try Italian food", then "Я хотел бы бы попробовать итальянскую еду" will also be okay (then again, anything will be okay, as I said from the beginning). There may be other nuances, but right now I can't even think of any other good differences, so you probably don't have to focus on that right now.

No one answered so far, so I guess I'll try. Looks like "からといって" means "while it may be true that; just because; nevertheless; not necessarily". And about what kind of grammar it is.. a set expression, probably?

As far as I know, they are substantially identical. けれど is just a more formal version of けど, and you can't compare だけど and けど, because だ is just added after nouns and na-adjectives before けど.

I think this is perfectly right, actually.

Well, if you translate it to English, it will probably be like "Do me a favor, please." for the first one and "Help me, please." for the second. And I'd say, that the difference in Russian here is almost identical to the difference in English. Except for the fact, that the first one is rarely used in the given form, and you would probably want to say "Не могли бы вы оказать мне услугу, пожалуйста." instead (and it is very formal too).

Вот здесь - http://rutracker.org/forum/viewtopic.php?t=3448454 много хороших советов есть.