6 months ago, I'd have said lighttpd too. Recently however I've been experimenting with Cherokee for hosting Django projects, and I'd have to say it's the easiest to configure web server I've ever seen (Assuming you use cherokee-admin - the config file is incomprehensible). I'm not sure if it's footprint i as small as lighttpd's, but it is a lot smaller than apache, and I find cherokee serves pages just as fast lighty, and causes me less headaches.
4) Someone else can explain the differences, but I would suggest openssh, just for compatibility reasons - particularly if you want to use SSH certificates for auth. OpenSSH also has a built in SFTP server. (Pretty sure Dropbear's footprint is smaller, but I don't think OpenSSH's footprint is really anything to worry about anyway)
I'll let others answer the rest of your questions.